Generalized spectral tests for the martingale difference...

Journal of Econometrics 2006 Vol. 134; Iss. 1

Generalized spectral tests for the martingale difference hypothesis

J. Carlos Escanciano, Carlos Velasco
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Volume:
134
Year:
2006
Language:
english
Pages:
35
DOI:
10.1016/j.jeconom.2005.06.019
File:
PDF, 391 KB
english, 2006
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