Spectral based testing of the martingale hypothesis

Steven Durlauf

Journal of Econometrics, 1991, vol. 50, issue 3, 355-376

Date: 1991
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Working Paper: Spectral Based Testing of the Martingale Hypothesis (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:50:y:1991:i:3:p:355-376

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