Spectral based testing of the martingale hypothesis-Reference-Cited by-同舟云学术

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Spectral based testing of the martingale hypothesis

Published:1991-12 Issue:3 Volume:50 Page:355-376
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Durlauf Steven N.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference20 articles.

1. On the predictability of tax rate changes;Barro,1981

2. Testing for random walks in exchange rates;Bernard,1989

3. Testing the positive theory of government finance;Bizer;Journal of Monetary Economics,1990

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