Testing the Martingale Difference Hypothesis

Econometric Reviews

Volumn 22, Issue 4, 2003, Pages 351-377

  Domínguez, Manuel A ^a   Lobato, Ignacio N ^a  

^a INSTITUTO TECNOLÓGICO AUTÓNOMO DE MÉXICO   (Mexico)

Author keywords

Bootstrap; Correlation; Nonlinear dependence; Nonparametric

Indexed keywords

EID: 1542708085     PISSN: 07474938     EISSN: None     Source Type: Journal    
DOI: 10.1081/ETC-120025895     Document Type: Article

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