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Testing the Martingale Property of Exchange Rates: A Replication (Studies in Nonlinear Dynamics & Econometrics 2011)
Article data 1 - accessible on journal website  +
Article data type -
Article data used exchange rates January 1974–February 2001  +
Article edition 1
Article journal [[:Category:Studies in Nonlinear Dynamics & Econometrics|Studies in Nonlinear Dynamics & Econometrics]]
Article methods and estimation -
Article origin of data used Canada , Switzerland , Germany , France , Italy , Japan , UK , US
Article pages -
Article program code 1 - accessible on journal website  +
Article readme 1 - accessible on journal website  +
Article software used Ox
Article year 2011
Articleauthors Jorge Belaire-Franch + , Dulce Contreras +
Articlejel - +
Articlekeywords -  +
DOI [http://dx.doi.org/10.2202/1558-3708.1796 10.2202/1558-3708.1796]  +
EconPapers/RePEc [http://EconPapers.repec.org/RePEc:bpj:sndecm:v:15:y:2010:i:1:n:re1 RePEc:bpj:sndecm:v:15:y:2010:i:1:n:re1]  +
IDEAS/RePEc [http://ideas.repec.org/a/bpj/sndecm/v15y2010i1nre1.html a/bpj/sndecm/v15y2010i1nre1.html]  +
Replication JEL codes -
Replication authors Kamil Yilmaz
Replication authors statement -  +
Replication call into question 2 - partly  +
Replication edition 3
Replication journal [[:Category:J Business & Econ Statistics|J Business & Econ Statistics]]
Replication keywords Fixed-length moving subsample window  + , Joint variance ratio test  + , Multiple comparison test  + , Richardson–smith wald test  +
Replication pages 383-95
Replication raw data -  +
Replication result 2 - different results  +
Replication type 3 - reproduction (new methods)  +
Replication year 2003
Categories Replication  + , Studies in Nonlinear Dynamics & Econometrics 2011 (1)  +
Modification dateThis property is a special property in this wiki. 9 August 2019 14:57:34  +
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