Matilla-García, Mariano; Marín, Manuel Ruiz; Dore, … - In: Decisions in Economics and Finance 37 (2014) 1, pp. 181-193
The BDS test is the best-known correlation integral–based test, and it is now an important part of most standard … correctly sized estimation of the BDS statistic. Department of Economics, Oxford University, Oxford, <CitationRef CitationID …>. In practice, researchers usually compute the BDS statistic for different values of <InlineEquation ID="IEq4 …
