DL.test(y,B,p)
Charles, A. Darne, O. Kim, J.H. 2011, Small Sample Proeprties of Alternative Tests for Martingale Difference Hypothesis, Economics Letters, in press.
r <- rnorm(50) DL.test(r,B=100) # B=100 is used for fast execution in the example. # Use a higher number in actual application
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