Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models

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Publication:6620920

DOI10.1080/07350015.2021.1889568zbMATH Open1547.6294MaRDI QIDQ6620920

Guochang Wang, Xiao-Feng Shao, Ke Zhu

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)






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