HINICHTEST: RATS procedure to perform Hinich test for linearity and Gaussianity

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Performs the Hinich bispectrum test for linearity and Gaussianity. Hinich and Patterson (1989), "Evidence of nonlinearity in the trade-by-trade stock market return generating process", in Economic Complexity: Chaos, Sunspots, Bubbles and Nonlinearity, Barnett, Geweke and Shell, eds. Cambridge University Press.

Language: RATS
Requires: RATS 6.10
Keywords: Non-linearity; tests (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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