Detecting serial dependence in tail events: a test dual to the BDS test
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 79 (2003)
Issue (Month): 3 (June)
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- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
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- He, Zonglu & Maekawa, Koichi, 2001. "On spurious Granger causality," Economics Letters, Elsevier, vol. 73(3), pages 307-313, December.
- Evzen Kocenda & Lubos Briatka, 2004.
"Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power,"
CERGE-EI Working Papers
wp235, The Center for Economic Research and Graduate Education - Economic Institute, Prague.
- Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics 0409001, EconWPA.
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