Testing the martingale difference hypothesis in high dimension

DOI10.1016/j.jeconom.2022.09.001arXiv2209.04770WikidataQ115192276 ScholiaQ115192276MaRDI QIDQ6108287

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Publication date: 29 June 2023

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.04770

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