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Date: 2006-05-02 18:57:53

A New Bispectral Test for NonLinear Serial Dependence Elena Rusticelli*, Richard A. Ashley**, Estela Bee Dagum* and Douglas M. Patterson*** Abstract. Nonconstancy of the bispectrum of a time series has been taken as a

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Source URL: ashleymac.econ.vt.edu

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