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Testing for Randomness Against Autocorrelation: Alternative Tests

โœ Scribed by James D. Knoke


Book ID
124280350
Publisher
Oxford University Press
Year
1977
Tongue
English
Weight
901 KB
Volume
64
Category
Article
ISSN
0006-3444

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Testing for hysteresis against nonlinear
โœ A.J. Hughes Hallett; Laura Piscitelli ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 169 KB

A number of studies have hypothesised certain economic behaviour to be hysteretic, but few have actually been able to establish hysteretic behaviour in the data. This is because of the lack of an e ective test for hysteresis. This paper compares and contrasts two new measures of hysteretic behaviour