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- Publisher Website: 10.1080/07350015.2021.1889568
- WOS: WOS:000631452700001
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Article: Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models
Title | Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models |
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Authors | |
Issue Date | 2022 |
Citation | Journal of Business & Economic Statistics, 2022, v. 40, p. 980-994 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/314643 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Wang, G | - |
dc.contributor.author | Zhu, K | - |
dc.contributor.author | Shao, X | - |
dc.date.accessioned | 2022-07-22T05:28:28Z | - |
dc.date.available | 2022-07-22T05:28:28Z | - |
dc.date.issued | 2022 | - |
dc.identifier.citation | Journal of Business & Economic Statistics, 2022, v. 40, p. 980-994 | - |
dc.identifier.uri | http://hdl.handle.net/10722/314643 | - |
dc.language | eng | - |
dc.relation.ispartof | Journal of Business & Economic Statistics | - |
dc.title | Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models | - |
dc.type | Article | - |
dc.identifier.email | Zhu, K: mazhuke@hku.hk | - |
dc.identifier.authority | Zhu, K=rp02199 | - |
dc.identifier.doi | 10.1080/07350015.2021.1889568 | - |
dc.identifier.hkuros | 334447 | - |
dc.identifier.volume | 40 | - |
dc.identifier.spage | 980 | - |
dc.identifier.epage | 994 | - |
dc.identifier.isi | WOS:000631452700001 | - |