A martingale-difference-divergence-based test for specification

Liangjun Su, Xin Zheng

Year of publication:	July 2017
Authors:	Su, Liangjun ; Zheng, Xin
Published in:	Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 156.2017, p. 162-167
Subject:	Distance covariance \| Integrated conditional moment test \| Martingale difference divergence \| Martingale difference correlation \| Specification test \| Martingal \| Martingale \| Korrelation \| Correlation \| Schätztheorie \| Estimation theory \| Statistischer Test \| Statistical test \| Statistische Methodenlehre \| Statistical theory \| CAPM

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