Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
Adjustment for thinly-traded returns
Automatic Portmanteau Test
Automatic Variance Ratio Test
Wild Bootstrapping of Automatic Variance Ratio Test
Average Exponential Tests
Bootstrap Variance Ratio Tests
Power Transformed Joint Variance Ratio Test
Chow-Denning Multiple Variance Ratio Tests
Dominguez-Lobato Test for Martingale Difference Hypothesis
Generalized spectral Test
A Joint Version of Wight's Rank and Sign Test
Critical Values for the joint versions of Wright's rank and sign tests
Lo-MacKinlay variance Ratio Tests
Panel Variance Ratio Tests
Spectral shape tests for random walk
Subsampling test of Whang and Kim (2003)
Absolute Value of (VR - 1)
Variance Ratio Plot
Variance Ratio tests and other tests for Martingale Difference Hypothe...
Wald Test of Richardson and Smith (1991)
Critical Values for Wright's rank and sign tests
Wright's Rank and Sign Tests
A collection of statistical tests for martingale difference hypothesis, including automatic portmanteau test (Escansiano and Lobato, 2009) <doi:10.1016/j.jeconom.2009.03.001> and automatic variance ratio test (Kim, 2009) <doi:10.1016/j.frl.2009.04.003>.