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Search: subject:"Martingale difference"
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Martingal
18
Martingale
18
Efficient market hypothesis
11
Effizienzmarkthypothese
11
Martingale difference hypothesis
9
Estimation theory
7
Schätztheorie
7
martingale difference
7
Estimation
6
Martingale difference
6
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6
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Kapitalmarkttheorie
4
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4
Räumliche Interaktion
4
Spatial effects
4
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4
market efficiency
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martingale difference hypothesis
4
Adjusted quasi score
3
Aktienmarkt
3
Bitcoin
3
Capital income
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Dynamic panels
3
Efficiency of foreign exchange markets
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Emerging currency markets
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Exchange rate
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Fixed effects
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Kapitaleinkommen
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Charles, Amélie
5
Darné, Olivier
5
Kim, Jae H.
4
Yang, Zhenlin
4
Al-Khazali, Osamah M.
3
Boutahar, Mohamed
2
Deniau, Claude
2
Kim, Daewon
2
Kuan, Chung-Ming
2
Kumar, Dilip
2
Leduc, Guillaume
2
Lee, Wei-Ming
2
Li, Liyao
2
Maheswaran, Srinivasan
2
Pyun, Chong Soo
2
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1
Alsayed, Mohammad Saleh
1
Asamoah, Michael Effah
1
Ayinde, Taofeek Olusola
1
Baltagi, Badi H.
1
Belaire-Franch, Jorge
1
Chan, Stephen
1
Cheng, Tingting
1
Chu, Jeffrey
1
Danbolt, Jo
1
Dung, Le Van
1
Fan, Lijun
1
Fouilloux, Jessica
1
Hlávka, Zdeněk
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1
Jessica, V. Mary
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Khuntia, Sashikanta
1
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1
Kuersteiner, Guido M.
1
Li, Jia
1
Li, Yulin
1
Liao, Zhipeng
1
Lin, Jin-guan
1
Machkouri, Mohamed
1
Meintanis, Simos G.
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Journal of econometrics
4
Econometric reviews
3
Statistics & Probability Letters
3
Economics letters
2
International review of financial analysis
2
Journal of African business
2
Metrika
2
Studies in Nonlinear Dynamics & Econometrics
2
American Journal of Finance and Accounting
1
American journal of finance and accounting
1
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DLSU business & economics review
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Economic Modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global Finance Journal
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International Journal of Computational Economics and Econometrics
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International Review of Economics & Finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
Journal of Econometrics
1
Journal of International Money and Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Property management
1
Regional science & urban economics
1
Review of Quantitative Finance and Accounting
1
Statistical Inference for Stochastic Processes
1
Statistical Methods and Applications
1
The African Finance Journal
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The econometrics journal
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ECONIS (ZBW)
23
RePEc
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1
On the volatility and market inefficiency of Bitcoin during the COVID-19 pandemic
Rufino, Cesar C.
- In:
DLSU business & economics review
32
(
2023
)
2
,
pp. 23-32
Persistent link: https://www.econbiz.de/10014287859
Saved in:
2
Testing for the
martingale
difference
hypothesis in multivariate time series models
Wang, Guochang
;
Zhu, Ke
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
Saved in:
3
Feasible IV regression without excluded instruments
Tsyawo, Emmanuel Selorm
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 235-256
Persistent link: https://www.econbiz.de/10014319347
Saved in:
4
Evolution of the housing market under the framework of adaptive market hypothesis and
martingale
difference
hypothesis : a case of India
Pandey, Richa
;
Jessica, V. Mary
- In:
Property management
40
(
2022
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10013169931
Saved in:
5
Unified M-estimation of matrix exponential spatial dynamic panel specification
Yang, Ye
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 729-748
Persistent link: https://www.econbiz.de/10013364904
Saved in:
6
On exchange rate predictability and adaptive market hypothesis in South Africa
Tweneboah, George
;
Asamoah, Michael Effah
;
Owusu …
- In:
Journal of African business
23
(
2022
)
4
,
pp. 984-1008
Persistent link: https://www.econbiz.de/10013417091
Saved in:
7
Spatial dynamic panel data models with correlated random effects
Li, Liyao
;
Yang, Zhenlin
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 424-454
Persistent link: https://www.econbiz.de/10012619244
Saved in:
8
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
9
A
martingale-difference
-divergence-based test for specification
Su, Liangjun
;
Zheng, Xin
- In:
Economics letters
156
(
2017
),
pp. 162-167
Persistent link: https://www.econbiz.de/10011822395
Saved in:
10
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
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