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~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Zhu, Ke"
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Statistical test
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Automatic multifrequency-band test
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Jahrbücher für Nationalökonomie und Statistik
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
2
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ECONIS (ZBW)
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Multifrequency-band tests for white noise under heteroscedasticity
Liu, Mengya
;
Zhu, Fukang
;
Zhu, Ke
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 799-814
Persistent link: https://www.econbiz.de/10013534533
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2
Testing for the martingale difference hypothesis in multivariate time series models
Wang, Guochang
;
Zhu, Ke
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
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