Testing for the martingale hypothesis in Asian stock ...
repec.org/esAUSM04/up.16131.1077073751.pdf · Arquivo PDF
outcomes as it tends to over-reject the joint null ... The evidence for the efficiency of Korean stock market based on ... Business Statistics, Monash University ...
Hypothesis testing in linear regression when …
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www.sciencedirect.com/science/article/pii/S0304407611001448This paper derives the asymptotic distribution of the F-test for the significance of linear ... The statistic is then used to ... so the F F-test would over-reject.