Generalized spectral tests for the martingale difference hypothesis
Year of publication: |
2006
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---|---|
Authors: | Escanciano, J. Carlos ; Velasco, Carlos |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 134.2006, 1, p. 151-185
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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