Tests for time reversibility: a complementarity analysis

DOI10.1016/S0165-1765(03)00169-1zbMath1254.91634MaRDI QIDQ1927385

Dulce Contreras, Jorge Belaire-Franch

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

misspecificationtime reversibilityCCK testRR test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items

International Business Cycle Asymmetry and Time Irreversible Nonlinearities

Cites Work

• Testing time reversibility without moment restrictions
• Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models
• A test for independence based on the correlation dimension
• Nonlinear time series analysis of economic and financial data
• Unnamed Item