A monte carlo investigation of the BDS statistic

DOI10.1080/00949659908811939zbMath0939.62018OpenAlexW2086872021MaRDI QIDQ4942505

Michael Hazilla, Andre H. Gao, George Wang

Publication date: 3 July 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659908811939

zbMATH Keywords

nonlinear time serieslinear time seriesresponse surfacefinite sample properties

Mathematics Subject Classification ID

Related Items (1)

Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples

Cites Work

• On the behavior of inconsistent instrumental variable estimators
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• A single-blind controlled competition among tests for nonlinearity and chaos
• Generalized autoregressive conditional heteroscedasticity
• A test for independence based on the correlation dimension
• One-line random number generators and their use in combinations
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