Rank-based entropy tests for serial independence

Studies in Nonlinear Dynamics and Econometrics

Volumn 12, Issue 1, 2008, Pages

  Diks, Cees ^a   Panchenko, Valentyn ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Nonparametric hypothesis test; Permutation test; Serial independence

Indexed keywords

EID: 42149094359     PISSN: 10811826     EISSN: 15583708     Source Type: Journal    
DOI: 10.2202/1558-3708.1476     Document Type: Article

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