Generalized spectral tests for the martingale difference hypothesis

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Publication:278047

DOI10.1016/j.jeconom.2005.06.019zbMath1418.62320OpenAlexW1994321501MaRDI QIDQ278047

Juan Carlos Escanciano, Carlos Velasco

Publication date: 2 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/4360




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