A Test for Independence Based on the Correlation Dimension

William A. Brock, W.D. Dechert, B. LeBaron and Jose Scheinkman ()

Working papers from Wisconsin Madison - Social Systems

Keywords: TESTS; MATHEMATICS; ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C10 C50 C52 (search for similar items in EconPapers)
Date: Written
View citations in EconPapers

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: A test for independence based on the correlation dimension (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:att:wimass:9520

Access Statistics for this paper

More papers in Working papers from Wisconsin Madison - Social Systems
Address: UNIVERSITY OF WISCONSIN MADISON, SOCIAL SYSTEMS RESEARCH INSTITUTE(S.S.R.I.), MADISON WISCONSIN 53706 U.S.A.
Series data maintained by Ailsenne Sumwalt ().