An out-of-sample, nonparametric test of the Martingale difference hypothesis
Michael W. McCracken
| Year of publication: |
2000
|
|---|---|
| Authors: | McCracken, Michael W. |
| Published in: |
Applying Kernel and nonparametric estimation to economic topics ; 14. - Stamford, Conn. : Jai Press, ISBN 0-7623-0581-9. - 2000, p. 49-75
|
| Subject: | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Applying Kernel and nonparametric estimation to economic topics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001548462