Testing time series for nonlinearities : the BDS approach
W. D. Dechert
| Year of publication: |
1996
|
|---|---|
| Authors: | Dechert, W. Davis |
| Published in: |
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-47141-9. - 1996, p. 191-200
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | BDS = Brock-Dechert-Scheinkman |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001297246