A versatile and robust metric entropy test of time-reversibility, and other hypotheses
| Year of publication: |
2007
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|---|---|
| Authors: | Racine, Jeffrey S. ; Maasoumi, Esfandiar |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 138.2007, 2, p. 547-567
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