BDSTEST—Brock, Dechert, Sheinkman independence

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

BDSTEST—Brock, Dechert, Sheinkman independence

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@BDSTEST performs the BDS test for independence from Brock, Dechert, & Scheinkman(1993), "A test of independence based on the correlation dimension" (working paper versions), included in "Nonlinear Dynamics,Chaos,and Instability", MIT Press,1993,Chap.2.

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Last bumped by TomDoan on Fri Jun 29, 2018 6:28 am.
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