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Article: Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models

TitleTesting for the Martingale Difference Hypothesis in Multivariate Time Series Models
Authors
Wang, GZhu, KShao, X
Issue Date2022
Citation
Journal of Business & Economic Statistics, 2022, v. 40, p. 980-994 How to Cite?
DOI: http://dx.doi.org/10.1080/07350015.2021.1889568
Persistent Identifierhttp://hdl.handle.net/10722/314643
ISI Accession Number ID
WOS:000631452700001

 

DC FieldValueLanguage
dc.contributor.authorWang, G-
dc.contributor.authorZhu, K-
dc.contributor.authorShao, X-
dc.date.accessioned2022-07-22T05:28:28Z-
dc.date.available2022-07-22T05:28:28Z-
dc.date.issued2022-
dc.identifier.citationJournal of Business & Economic Statistics, 2022, v. 40, p. 980-994-
dc.identifier.urihttp://hdl.handle.net/10722/314643-
dc.languageeng-
dc.relation.ispartofJournal of Business & Economic Statistics-
dc.titleTesting for the Martingale Difference Hypothesis in Multivariate Time Series Models-
dc.typeArticle-
dc.identifier.emailZhu, K: mazhuke@hku.hk-
dc.identifier.authorityZhu, K=rp02199-
dc.identifier.doi10.1080/07350015.2021.1889568-
dc.identifier.hkuros334447-
dc.identifier.volume40-
dc.identifier.spage980-
dc.identifier.epage994-
dc.identifier.isiWOS:000631452700001-

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