A versatile and robust metric entropy test of time-reversibility, and other hypotheses
| Year of publication: |
2007
|
|---|---|
| Authors: | Racine, Jeffrey S. ; Maasoumi, Esfandiar |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 138.2007, 2, p. 547-567
|
| Publisher: |
Elsevier |