Title of article :
Testing the martingale difference hypothesis using integrated regression functions
Author/Authors :
J. Carlos Escanciano، نويسنده , , Carlos Velasco، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
17
From page :
2278
To page :
2294
Keywords :
Empirical processes , Martingale difference hypothesis , Nonlinear time series , Exchange rates
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2006
Journal title :
Computational Statistics and Data Analysis
Record number :
145233
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145233
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