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BDS Statistic |
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BDS Statistic A statistic based upon the correlation integral which examines the probability that a purely random system could have the same scaling properties as the system under study. See: Correlation Integral. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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No references found | First, the level of employment in the BDS data is consistently higher than the level of employment in the BED data, so it would be expected for the BDS statistics to fluctuate by larger numbers of jobs than do the BED statistics. The critical values for the BDS statistic of the standardized residuals are developed by bootstrapping the null distribution and reported in Appendix 1. There are three tests that we employ here: the Correlation Dimension of Grassberger and Procaccia (1983), and the BDS statistic of Brock, Deckert, and Scheinkman (1987), and a measure of entropy termed Kolmogorov-Sinai invariant, also known as Kolmogorov entropy. |
BDS Statistic |
BDQE BDQM BDR BDR Bdra BDRB BDRC BDRD BDRF BDRGI BDRI BDRIS BDRJ BDRK BDRM bdrm. BDRN BDRP Bdrs BDRT BDRU BDRV BDRVT BDRY BDS BDS BDS Statistic BDS-Dbds. BDS/DGV BDSA BDSAC BDSc BDSD BDSDA BDSE BDSF BDSFA BDSFES BDSG BDSHC BDSHU BDSI BDSL BDSLD BDSM BDSM BDSM BDSME BDSN BDSO BDSP BDSR | |||||||
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