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The BDS test of independence
The Stata Journal: Promoting communications on statistics and Stata ( IF 3.2 ) Pub Date : 2021-06-29 , DOI: 10.1177/1536867x211025796 Christopher F. Baum 1 , Stan Hurn 2 , Kenneth Lindsay 3
中文翻译：
BDS 独立性测试
更新日期：2021-06-30
The Stata Journal: Promoting communications on statistics and Stata ( IF 3.2 ) Pub Date : 2021-06-29 , DOI: 10.1177/1536867x211025796 Christopher F. Baum 1 , Stan Hurn 2 , Kenneth Lindsay 3
Affiliation
In this article, we describe and implement the Brock, Dechert, and Scheinkman (1987, Working paper) test of independence of the elements of a time series.
中文翻译：
BDS 独立性测试
在本文中，我们描述并实施了 Brock、Dechert 和 Scheinkman（1987 年，工作论文）对时间序列元素独立性的测试。
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