Abstract
Sample computer code for Fourier-type tests involving martingale difference processes that can be used to apply the methodology proposed in [Hlávka, Hušková, Kirch, and Meintanis (2015): Fourier-type tests involving martingale difference processes, Econometric Reviews, ahead of print, DOI: 10.1080/07474938.2014.977074] and to reproduce the results derived therein.