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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+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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+An automatic portmanteau test for serial correlation
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+Generalized spectral tests for the martingale difference hypothesis
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+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 @@
+Normal rank
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+.1016/J.ECONLET.2010.11.018
@@ Property / DOI: 10.1016/J.ECONLET.2010.11.018 / rank @@
+Normal rank