A New Bispectral Test for Nonlinear Serial Dependence
Richard Ashley (),
Estelle 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)
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http://ashleymac.econ.vt.edu/working_papers/maximal_bispectral.pdf First version, 2005 (application/pdf)
Journal Article: A New Bispectral Test for NonLinear Serial Dependence (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:vpi:wpaper:e06-6
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