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Robust asymptotic inference in autoregressive models with martingale difference errors
Gospodinov, Nikolaj - In: Econometric reviews 24 (2005) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10002655592
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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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Asymptotically distribution-free goodness-of-fit testing : a unifying view
Li, Bo - In: Econometric reviews 28 (2009) 6, pp. 632-657
Persistent link: https://www.econbiz.de/10003881210
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Fourier-type tests involving martingale difference processes
Hlávka, Zdeněk; Hušková, Marie; Kirch, Claudia; … - In: Econometric reviews 36 (2017) 4, pp. 469-492
Persistent link: https://www.econbiz.de/10011795250
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Optimal adaptive sampling for a symmetric two-state continuous time Markov chain
Michel, Jon - In: Econometric reviews 39 (2020) 6, pp. 602-611
Persistent link: https://www.econbiz.de/10012195425
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Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye - In: Econometric reviews 41 (2022) 7, pp. 729-748
Persistent link: https://www.econbiz.de/10013364904