A test for independence based on the correlation dimension

Econometric Reviews

Volumn 15, Issue 3, 1996, Pages 197-235

  Broock, W A ^a   Scheinkman, J A ^b   Dechert, W D ^c   LeBaron, B ^a  

^a the University of Wisconsin   (United States)

^b UNIVERSITY OF CHICAGO   (United States)

^c UNIVERSITY OF HOUSTON   (United States)

Author keywords

Chaos; Correlation dimension; Nonlinear time series; Specification tests

Indexed keywords

EID: 85071343664     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474939608800353     Document Type: Article

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