A note on the distribution of BDS statistics for a real exchange rate series

Oxford Bulletin of Economics and Statistics

Volumn 58, Issue 3, 1996, Pages 561-565

  Chappell, David ^a   Padmore, Joanne ^a   Ellis, Catherine ^a  

^a UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 17644364474     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-0084.1996.mp58003009.x     Document Type: Article

References (4)

1. Brock, W. A., Dechert, W. D. and Scheinkman, J. A. (1987). A Test for Independence Based on the Correlation Dimension. Social Systems Research Unit, University of Wisconsin.
2. Brock, W. A., Hseih, D. A. and LeBaron, B. (1991). Non-linear Dynamics, Chaos and Instability: Statistical Theory and Economic Evidence. The MIT Press, Massachusetts.
3. Dechert, W. D. (1987). A Program to Calculate BDS Statistics for the IBM PC. University of Houston and University of Wisconsin, Madison.
4. Hall, S. G. (1989). REG-X User Guide. Rowney Farm, Chaseways, Sawbridgeworth, Hertfordshire, UK.