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A non-parametric test for independence based on symbolic dynamics. (2007). Matilla-García, Mariano ; Matilla-Garcia, Mariano .
In: Journal of Economic Dynamics and Control.
RePEc:eee:dyncon:v:31:y:2007:i:12:p:3889-3903.

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  1. Asymptotic distribution of entropies and Fisher information measure of ordinal patterns with applications. (2024). Frery, Alejandro C ; Rey, Andrea ; Lucini, Magdalena ; Gambini, Juliana.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010336.

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  2. Symbolic transfer entropy test for causality in longitudinal data. (2021). Camacho, Maximo ; Ruiz-Marin, Manuel ; Romeu, Andres.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:649-661.

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  4. Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series. (2019). Judge, George ; HENRY, MIGUEL.
    In: Econometrics.
    RePEc:gam:jecnmx:v:7:y:2019:i:1:p:10-:d:213039.

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  5. Comment on: A non-parametric spatial independence test using symbolic entropy. (2013). Elsinger, Helmut.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:43:y:2013:i:5:p:838-840.

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  6. Investigation of mental fatigue through EEG signal processing based on nonlinear analysis: Symbolic dynamics. (2011). Nasrabadi, Ali Motie ; Azarnoosh, Mahdi ; Firoozabadi, Mohammad ; Mohammadi, Mohammad Reza.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:44:y:2011:i:12:p:1054-1062.

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  7. Independence Tests based on Symbolic Dynamics. (2010). Elsinger, Helmut.
    In: Working Papers.
    RePEc:onb:oenbwp:165.

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  8. Forbidden patterns, permutation entropy and stock market inefficiency. (2009). Tabak, Benjamin ; Rosso, Osvaldo A. ; Zanin, Massimiliano ; Zunino, Luciano ; Perez, Dario G..
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:388:y:2009:i:14:p:2854-2864.

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References

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  3. Fellows Opinion: Econometrics, Data, and the World Wide Web. (2012). Barnett, William.
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  4. Are the emerging bric stock markets efficient?. (2012). Tiwari, Aviral ; K.G., Suresh ; Joseph, Anto ; Suresh K. G., ; Suresh K. G., .
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  8. Market efficiency and the Euro: the case of the Athens stock exchange. (2010). Panagiotidis, Theodore.
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  9. A new test for chaos and determinism based on symbolic dynamics. (2010). Matilla-García, Mariano ; Marin, Manuel Ruiz ; Matilla-Garcia, Mariano .
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  10. Energy sector pricing: On the role of neglected nonlinearity. (2009). Serletis, Apostolos ; Malliaris, Anastasios ; KYRTSOU, Catherine.
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  11. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). Pelloni, Gianluigi ; Panagiotidis, Theodore.
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  12. Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7. (2007). Pesaran, M ; pagan, adrian ; Hurn, Stan ; Becker, Ralf.
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  17. Comment on Chaotic Monetary Dynamics with Confidence. (2006). Barnett, William.
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  18. Linear cointegration of nonlinear time series with an application to interest rate dynamics. (2006). Nesmith, Travis ; Jones, Barry.
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  50. Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size. (1995). Jensen, Mark ; Hinich, Melvin ; Gallant, A. ; Barnett, William ; Kaplan, Daniel T. ; Jungeilges, Jochen A..
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