BDS test

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Emili677
Posts: 1
Joined: Thu Mar 22, 2012 2:24 am

BDS test

Postby Emili677 » Thu Mar 22, 2012 3:27 am

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
Attachments
Book2.pdf
Example BDS Test
(29.46 KiB) Downloaded 338 times
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest