Search found 1 match
- Thu Mar 22, 2012 3:27 am
- Forum: Econometric Discussions
- Topic: BDS test
- Replies: 0
- Views: 1922
BDS test
I have a problem with the BDS test. The results are significantly different if one uses ”fraction of pairs”, “standard deviations” or “fraction of range”. As an illustration, I have attached an example