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Applied Economics Volume 36, 2004 - Issue 11
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Original Articles

Dimension estimation with the BDS-G statistic

M. Matilla-García *
,
P. Sanz Dpto. Economía Cuantitativa, Universidad Autónoma de Madrid, Spain
&
F. J. Vázquez Dpto. Economía Cuantitativa, Universidad Autónoma de Madrid, Spain
Pages 1219-1223 | Published online: 02 Feb 2007

Citations (3)

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Read on this site (1)

Mariano Matilla-García , Paloma Sanz & Francisco J. Vázquez. (2005) The BDS test and delay time. Applied Economics Letters 12:2, pages 109-113.
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Articles from other publishers (2)

Wenya Luo, Zhidong Bai, Shurong Zheng & Yongchang Hui. (2020) A modified BDS test. Statistics & Probability Letters 164, pages 108794.
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M. Matilla-Garc�a, R. Queralt, P. Sanz & F. J. V�zquez. (2004) A Generalized BDS Statistic. Computational Economics 24:3, pages 277-300.
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