A new test of the martingale difference hypothesis
Chung-Ming Kuan; Wei-Ming Lee
Year of publication: |
2004
|
---|---|
Authors: | Kuan, Chung-Ming ; Lee, Wei-Ming |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 8.2004, 4
|
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A New Test of the Martingale Difference Hypothesis
Kuan, Chung-Ming, (2004)
-
Robust m tests without consistent estimation of the asymptotic covariance matrix
Kuan, Chung-ming, (2006)
-
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming, (2015)
- More ...