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1
Small sample properties of alternative tests for
martingale
difference hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Economics letters
110
(
2011
)
2
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
Saved in:
2
A
martingale
decomposition of discrete Markov chains
Hansen, Peter Reinhard
- In:
Economics letters
133
(
2015
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011431805
Saved in:
3
On conditions in central limit theorems for
martingale
difference arrays
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
- In:
Economics letters
123
(
2014
)
3
,
pp. 305-307
Persistent link: https://www.econbiz.de/10010401333
Saved in:
4
Theory of tax smoothing in the small open economy
Fisher, Lance A.
;
Kingston, Geoffrey H.
- In:
Economics letters
85
(
2004
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10002215310
Saved in:
5
Adaptive market hypothesis and evolving predictability of bitcoin
Khuntia, Sashikanta
;
Pattanayak, Jamini Kanta
- In:
Economics letters
167
(
2018
),
pp. 26-28
Persistent link: https://www.econbiz.de/10012015764
Saved in:
6
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
Saved in:
7
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
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