Article ID Journal Published Year Pages File Type
966355 Journal of Macroeconomics 2006 15 Pages PDF
Abstract
In this paper, we discuss a number of univariate tests for independence and hidden nonlinear deterministic structure, and apply these tests to the Canadian exchange rate, using daily data over a 30-year period from January 2, 1973 to February 14, 2003.
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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Univariate tests for nonlinear structure
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