Testing the Martingale Difference Hypothesis Using Integrated Regression Functions.

Escanciano, J.C. (Juan Carlos); Velasco, C. (Carlos)

Authors:

Escanciano, J.C. (Juan Carlos)

Velasco, C. (Carlos)

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2006

Publisher:

Elsevier

ISSN:

0167-9473

Citation:

Escanciano, Juan Carlos; Velasco, Carlos. Testing the Martingale Difference Hypothesis Using Integrated Regression Functions. Computational Statistics and Data Analysis, 2006, vol. 51 (4), pp. 2278-2294.

URI:

https://hdl.handle.net/10171/7081

Appears in Collections:

DA - Economía - Working Papers 2006

Files in This Item:

File

6..pdf

Description

Size

328.98 kB

Format

Adobe PDF

View/Open

Statistics and impact

Statistics

0 citas en

Google Scholar

Show full item record