Size and power properties of tests of the martingale difference hypothesis : a Monte Carlo study
Lijun Fan and Terence C. Mills
| Year of publication: |
2009
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| Authors: | Fan, Lijun ; Mills, Terence C. |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146X. - Vol. 1.2009, 1, p. 48-63
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009956289