Testing Serial Independence against Time Irreversibility
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yi-Ting Chen, 2008. "A unified approach to standardized-residuals-based correlation tests for GARCH-type models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 111-133.
- Beare, Brendan K. & Seo, Juwon, 2014.
"Time Irreversible Copula-Based Markov Models,"
Cambridge University Press, pages 923-960.
- Beare, Brendan K. & Seo, Juwon, 2012. "Time irreversible copula-based Markov Models," University of California at San Diego, Economics Working Paper Series qt31f8500p, Department of Economics, UC San Diego.
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