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
Nonlinear time series , Empirical processes , Martingale difference hypothesis , Exchange rates
Journal title
Computational Statistics and Data Analysis
Serial Year
2006
Journal title
Computational Statistics and Data Analysis
Record number
308156
Link To Document