Testing for Serial Correlation: Generalized Andrewsâ€“Ploberger Tests
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Business and Economic Statistics.
Volume (Year): 28 (2010)
Issue (Month): 2 ()
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- Amélie Charles & Olivier Darné & Jae H. Kim, 2010.
"Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates,"
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
- Chortareas, Georgios & Jiang, Ying & Nankervis, John C., 2011. "The random-walk behavior of the Euro exchange rate," Finance Research Letters, Elsevier, vol. 8(3), pages 158-162, September.
- Peter C.B. Phillips & Sainan Jin, 2013. "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.
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