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Testing the martingale difference hypothesis
Domínguez, Manuel A.; Lobato, Ignacio N. - In: Econometric reviews 22 (2003) 4, pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
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Specification testing with estimated variables
Domínguez, Manuel A.; Lobato, Ignacio N. - In: Econometric reviews 39 (2020) 5, pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
Cover Image
Testing the Martingale Difference Hypothesis
Dominguez, Manuel; Lobato, Ignacio - In: Econometric reviews 22 (2003) 4, pp. 351-378
Persistent link: https://www.econbiz.de/10006885633