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A simple specification test for conditional moment restrictions
Lee, Wei-ming - In: Applied economics letters 14 (2007) 10/12, pp. 839-843
Persistent link: https://www.econbiz.de/10003589440
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A new test of the martingale difference hypothesis
Kuan, Chung-ming (contributor); Lee, Wei-Ming (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10002652254
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A new test of the martingale difference hypothesis
Kuan, Chung-ming (contributor); Lee, Wei-ming (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001926905