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Testing the Martingale Difference Hypothesis 

Authors: Manuel A. Domiacutenguez a; Ignacio N. Lobato a
Affiliation:   a Instituto Tecnoloacutegico Autoacutenomo de Meacutexico, Meacutexico, D.F., Mexico
DOI: 10.1081/ETC-120025895
Publication Frequency: 6 issues per year
Published in: journal Econometric Reviews, Volume 22, Issue 4 January 2003 , pages 351 - 377
Formats available: HTML (English) : PDF (English)
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