Testing the Martingale Difference Hypothesis
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Publication:4434414
DOI10.1081/ETC-120025895zbMath1030.62066MaRDI QIDQ4434414
Manuel Domínguez, Ignacio N. Lobato
Publication date: 6 November 2003
Published in: Econometric Reviews (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Martingales with continuous parameter (60G44)
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