Testing time reversibility without moment restrictions

Journal of Econometrics

Volumn 95, Issue 1, 2000, Pages 199-218

  Chen, Yi Ting ^a   Chou, Ray Y ^b   Kuan, Chung Ming ^a,b  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b INSTITUTE OF ECONOMICS   (Taiwan)

Author keywords

Distribution symmetry; Gaussianity; Linearity; Time reversibility

Indexed keywords

EID: 0141548673     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00036-6     Document Type: Article

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