A Nonparametric Test for Independence of a Multivariate Time Series

E.G. Baeck and William Brock

Working papers from Wisconsin Madison - Social Systems

Keywords: econometrics; economic models (search for similar items in EconPapers)
Pages: 38 pages
Date: 1992
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Citations: View citations in EconPapers (45)

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Persistent link: https://EconPapers.repec.org/RePEc:att:wimass:9204

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