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A test for independence based on the correlation dimension |
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| Authors: | W A Broock J A Scheinkman W D Dechert B LeBaron |
| Institution: | 1. Department of Economics , University of Wisconsin;2. Department of Economics , University of Chicago;3. Department of Economics , University of Houston |
| Abstract: | |
| Keywords: | Nonlinear Time Series Specification Tests Correlation Dimension Chaos |