Pages that link to "Item:Q2767967"
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The following pages link to An out-of-sample, nonparametric test of the martingale difference hypothesis (Q2767967):
Displaying 5 items.
- Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- A New Test of the Martingale Difference Hypothesis (Q3368357) (← links)