Properties and applications of a martingale hypothesis test

Properties and applications of a martingale hypothesis test

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2001.

Bibliographic Details
Main Author: Kumagai, Tomomi, 1967-
Other Authors: Jerry A. Hausman and Guido Kuersteiner.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2005
Subjects:
Economics.
Online Access:http://hdl.handle.net/1721.1/8219

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