Generalized spectral tests for the martingale difference hypothesis
In: Journal of Econometrics, Jg. 134 (2006-09-01), Heft 1, S. 151-185
Online
serialPeriodical
Titel: |
Generalized spectral tests for the martingale difference hypothesis
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Autor/in / Beteiligte Person: | Escanciano, J. Carlos ; Velasco, Carlos |
Link: | |
Zeitschrift: | Journal of Econometrics, Jg. 134 (2006-09-01), Heft 1, S. 151-185 |
Veröffentlichung: | 2006 |
Medientyp: | serialPeriodical |
ISSN: | 0304-4076 (print) |
DOI: | 10.1016/j.jeconom.2005.06.019 |
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