Small sample properties of alternative tests for martingale difference hypothesis (Q631280): Difference between revisions

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-.1016/j.econlet.2010.11.018
@@ Property / DOI: 10.1016/j.econlet.2010.11.018 / rank @@
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+https://doi.org/10.1016/j.econlet.2010.11.018
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+W2073155867
@@ Property / OpenAlex ID: W2073155867 / rank @@
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Testing the Martingale Difference Hypothesis
@@ Property / cites work: Testing the Martingale Difference Hypothesis / rank @@
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@@ Property / cites work @@
+An automatic portmanteau test for serial correlation
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+Generalized spectral tests for the martingale difference hypothesis
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@@ Property / cites work @@
+Wild bootstrapping variance ratio tests
@@ Property / cites work: Wild bootstrapping variance ratio tests / rank @@
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+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
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@@ Property / DOI @@
+.1016/J.ECONLET.2010.11.018
@@ Property / DOI: 10.1016/J.ECONLET.2010.11.018 / rank @@
+Normal rank