Testing the martingale difference hypothesis
Year of publication: |
2003
|
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Authors: | Domínguez, Manuel A. ; Lobato, Ignacio N. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 22.2003, 4, p. 351-377
|
Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Martingal | Martingale | Bootstrap-Verfahren | Bootstrap approach |
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