Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Year of publication: |
2006
|
---|---|
Authors: | Clark, Todd E. ; West, Kenneth D. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 135.2006, 1-2, p. 155-186
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Publisher: |
Elsevier |
Saved in:
Online Resource
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