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The BDS test of independence
Baum, Christopher F.; Hurn, Stan; Lindsay, Kenneth
2021
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Abstract

In this article, we describe and implement the Brock, Dechert, and Scheinkman (1987, Working paper) test of independence of the elements of a time series.

Details

Title
The BDS test of independence
Keywords
Author(s)
Baum, Christopher F.
Hurn, Stan
Lindsay, Kenneth
Subject(s)
Issue Date
2021-07
Publication Type
Journal Article
DOI and Other Identifiers
10.22004/ag.econ.340408
Record Identifier
https://ageconsearch.umn.edu/record/340408
ISSN
1536-8634
Language
English
Published in
Stata Journal
Volume
21
Issue
2
Page Range
279 - 294
Record Appears in
Stata Journal

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