A multiple variance ratio test using subsampling
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Publication:1927304
DOI10.1016/S0165-1765(02)00330-0zbMath1255.62390OpenAlexW1980446846MaRDI QIDQ1927304
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00330-0
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Related Items (5)
Bootstrap tests of multiple inequality restrictions on variance ratios ⋮ Wild bootstrapping variance ratio tests ⋮ Tests of random walk: A comparison of bootstrap approaches ⋮ Finite-sample Resampling-based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability ⋮ Fourier–type tests involving martingale difference processes
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