Frequency-Domain Test Of Time Reversibility
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Volume (Year): 2 (1998)
Issue (Month): 01 (March)
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References listed on IDEAS
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- Sichel, Daniel E, 1993.
"Business Cycle Asymmetry: A Deeper Look,"
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- Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1, December.
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- Marc Hallin & Claude Lefèvre & Madan Lal Puri, 1988. "On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series," ULB Institutional Repository 2013/2017, ULB -- Universite Libre de Bruxelles.
- Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September. Full references (including those not matched with items on IDEAS)