Generalized spectral tests for the martingale difference hypothesis
| Year of publication: |
2006
|
|---|---|
| Authors: | Escanciano, J.Carlos ; Velasco, Carlos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 134.2006, 1, p. 151-186
|