Conditional exact tests for Markovianity and reversibility in multiple categorical sequences
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Volume (Year): 21 (2012)
Issue (Month): 1 (March)
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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- McCausland, William J., 2007.
"Time reversibility of stationary regular finite-state Markov chains,"
Journal of Econometrics,
Elsevier, vol. 136(1), pages 303-318, January.
- McCAUSLAND, William J., 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 09-2004, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- McCAUSLAND, William, 2004. "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche 2004-07, Universite de Montreal, Departement de sciences economiques.
- T. P. Hettmansperger & Hoben Thomas, 2000. "Almost nonparametric inference for repeated measures in mixture models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 811-825.
- Janssen Arnold & Völker Dominik, 2007. "Most powerful conditional tests," Statistics & Risk Modeling, De Gruyter, vol. 25(1/2007), pages 22, January.
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