A martingale-difference-divergence-based test for specification
type: Item
instance of: scholarly article
title: A martingale-difference-divergence-based test for specification
zbMATH Open document ID: 1400.62098
author: Liangjun Su
author: Xin Zheng
published in: Economics Letters
publication date: 2018-09-12T00:00:00Z
full work available at URL: https://ink.library.smu.edu.sg/soe_research/2054
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6935660
zbMATH Keywords: distance covariance
zbMATH Keywords: integrated conditional moment test
zbMATH Keywords: martingale difference divergence
zbMATH Keywords: martingale difference correlation
zbMATH Keywords: specification test
MaRDI profile type: Publication
OpenAlex ID: W2612581392
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DOI: 10.1016/J.ECONLET.2017.05.002
description: scientific article; zbMATH DE number 6935660