<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Variance Ratio Tests and Other Tests for Martingale Difference
Hypothesis</dc:title>
  <dc:title>R package vrtest version 1.2</dc:title>
  <dc:subject>CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance)</dc:subject>
  <dc:description>A  collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) &lt;doi:10.1016/j.jeconom.2009.03.001&gt; and automatic variance ratio test (Kim, 2009) &lt;doi:10.1016/j.frl.2009.04.003&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:creator>Jae H. Kim &lt;jaekim8080@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Jae H. Kim</dc:contributor>
  <dc:rights>GPL-2</dc:rights>
  <dc:date>2023-08-31</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=vrtest</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.vrtest</dc:identifier>
</oai_dc:dc>