A versatile and robust metric entropy test of time-reversibility, and other hypotheses

Jeffrey Scott Racine () and Esfandiar Maasoumi
Authors registered in the RePEc Author Service: Esfandiar Maasoumi and Esfandiar Maasoumi ()

Journal of Econometrics, 2007, vol. 138, issue 2, pages 547-567

Date: 2007
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Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

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