A Test for Independence Based on the Correlation Dimension

William Brock, W.D. Dechert, Blake Lebaron (blebaron@brandeis.edu) 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)
Pages: pages
Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (137)

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

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