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Testing the martingale difference hypothesis
Domínguez, Manuel A.
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Lobato, Ignacio N.
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Econometric reviews
22
(
2003
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4
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pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
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Specification testing with estimated variables
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
39
(
2020
)
5
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pp. 476-494
Persistent link: https://www.econbiz.de/10012181406
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