Generalized spectral tests for the martingale difference hypothesis
| Year of publication: |
2006
|
|---|---|
| Authors: | Escanciano, J. Carlos ; Velasco, Carlos |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 134.2006, 1, p. 151-185
|
| Publisher: |
Elsevier |