A New Bispectral Test for Nonlinear Serial Dependence

Elena Rusticelli, Richard A. Ashley, Estela Bee Dagum and Douglas M. Patterson

Working Papers from Virginia Polytechnic Institute and State University, Department of Economics

Keywords: Bispectrum; nonlinearity; time series analysis (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2006
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