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[1]
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[2]
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D. A. Dickey, “Estimation and Hypothesis Testing in Nonstationary Time Series,” Ph.D. Dissertation, Iowa State University, Ames, 1976.
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[3]
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N. H. Chan and L. T. Tran, “Nonparametric Tests for Serial Dependence,” Journal of Time Series Analysis, Vol. 13, No. 1, 1992, pp. 19-28.
http://dx.doi.org/10.1111/j.1467-9892.1992.tb00092.x
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[4]
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H. J. Skaug and D. Dad Tjóstheim, “A Nonparametric Test of Serial Independence Based on the Empirical Distribution Function. Consistent Nonparametric Multiple Regression: The Fixed Design Case,” Biometrika, Vol. 3, 1988, pp. 591-602.
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[5]
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J. P. Gould and C. R. Nelson, “The Stochastic Structure of the Velocity of Money,” The American Economic Review, Vol. 64, No. 3, 1974, pp. 405-417.
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[6]
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M. Friedman and A. J. Schwartz, “A Monetary History of the United States 1867-1960,” Princeton University Press, Princeton, 1963.
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