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Spectral Based Testing of the Martingale Hypothesis

Journal of Econometrics - Netherlands
doi 10.1016/0304-4076(91)90025-9
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Abstract

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Categories
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
Date

December 1, 1991

Authors
Steven N. Durlauf
Publisher

Elsevier BV


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