Weiß, Christian H. - In: Econometrics 7 (2019) 2, pp. 1-23
dependence. The dispersion of categorical data is commonly measured by Gini index or entropy, but also the recently proposed … extropy measure can be used for this purpose. Regarding signed serial dependence in categorical time series, we consider three … dispersion and dependence measures, knowledge on their distribution is required. Therefore, we study the asymptotic distributions …