A new bispectral test for nonlinear serial dependence

Econometric Reviews

Volumn 28, Issue 1-3, 2009, Pages 279-293

  Rusticelli, Elena ^a   Ashley, Richard A ^b   Dagum, Estela Bee ^a   Patterson, Douglas M ^b  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b VIRGINIA POLYTECHNIC INSTITUTE AND STATE UNIVERSITY   (United States)

Author keywords

Bispectrum; Linear prefiltering procedure; Maximization technique; Nonlinearity; Smoothing parameter

Indexed keywords

EID: 58149121468     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930802388090     Document Type: Conference Paper

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