CHARACTERIZATION OF THE TIME IRREVERSIBILITY OF ECONOMIC TIME SERIES: ESTIMATORS AND TEST STATISTICS
| Year of publication: |
1988
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|---|---|
| Authors: | Ramsey, James B. ; Rothman, Philip |
| Institutions: | C.V. Starr Center for Applied Economics, Department of Economics |
| Subject: | econometrics |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | 47 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005264398