A New Bispectral Test for Nonlinear Serial Dependence
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- Elena Rusticelli & Richard Ashley & Estela Bee Dagum & Douglas Patterson, 2009. "A New Bispectral Test for NonLinear Serial Dependence," Econometric Reviews, Taylor & Francis Journals, vol. 28(1-3), pages 279-293.
References listed on IDEAS
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- Mutschler, Willi, 2015. "Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113138, Verein für Socialpolitik / German Economic Association.
- Harvill, Jane L. & Ravishanker, Nalini & Ray, Bonnie K., 2013. "Bispectral-based methods for clustering time series," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 113-131.
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"Identification of DSGE models—The effect of higher-order approximation and pruning,"
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More about this item
KeywordsBispectrum; nonlinearity; time series analysis;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-18 (All new papers)
- NEP-ECM-2006-11-18 (Econometrics)
- NEP-ETS-2006-11-18 (Econometric Time Series)
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