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Characterization Of The Time Irreversibility Of Economic Time Series: Estimators And Test Statistics

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  • Ramsey, James B.
  • Rothman, Philip

Abstract

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  • Ramsey, James B. & Rothman, Philip, 1988. "Characterization Of The Time Irreversibility Of Economic Time Series: Estimators And Test Statistics," Working Papers 88-39, C.V. Starr Center for Applied Economics, New York University.
  • Handle: RePEc:cvs:starer:88-39
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    File URL: http://econ.as.nyu.edu/docs/IO/9395/RR88-39.pdf
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    References listed on IDEAS

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    1. Ann P. Bartel & George J. Borjas, 1981. "Wage Growth and Job Turnover: An Empirical Analysis," NBER Chapters,in: Studies in Labor Markets, pages 65-90 National Bureau of Economic Research, Inc.
    2. Lilien, David M, 1982. "Sectoral Shifts and Cyclical Unemployment," Journal of Political Economy, University of Chicago Press, vol. 90(4), pages 777-793, August.
    3. Jovanovic, Boyan, 1979. "Job Matching and the Theory of Turnover," Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 972-990, October.
    4. Miller, Robert A, 1984. "Job Matching and Occupational Choice," Journal of Political Economy, University of Chicago Press, vol. 92(6), pages 1086-1120, December.
    5. Keane, Michael & Moffitt, Robert & Runkle, David, 1988. "Real Wages over the Business Cycle: Estimating the Impact of Heterogeneity with Micro Data," Journal of Political Economy, University of Chicago Press, vol. 96(6), pages 1232-1266, December.
    6. Lucas, Robert Jr. & Prescott, Edward C., 1974. "Equilibrium search and unemployment," Journal of Economic Theory, Elsevier, vol. 7(2), pages 188-209, February.
    7. Bruce C. Greenwald, 1986. "Adverse Selection in the Labour Market," Review of Economic Studies, Oxford University Press, vol. 53(3), pages 325-347.
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    Cited by:

    1. Takala, Kari & Virén, Matti, 1995. "Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data," Research Discussion Papers 9/1995, Bank of Finland.
    2. Takala, Kari & Viren, Matti, 1996. "Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland," European Journal of Operational Research, Elsevier, vol. 93(1), pages 155-172, August.
    3. Catherine M. Chambers & Paul E. Chambers & John C. Whitehead, 1998. "Contingent Valuation of Quasi-Public Goods: Validity, Reliability, and Application To Valuing a Historic Site," Public Finance Review, , pages 137-154.
    4. Pierre Blanc & Jonathan Donier & Jean-Philippe Bouchaud, 2015. "Quadratic Hawkes processes for financial prices," Papers 1509.07710, arXiv.org.
    5. Takala, Kari & Virén, Matti, 1994. "Chaos and nonlinear dynamics : evidence from Finland," Research Discussion Papers 11/1994, Bank of Finland.

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    Keywords

    econometrics;

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