A martingale-difference-divergence-based test for specification (Q1673555): Difference between revisions
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scientific article
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English | A martingale-difference-divergence-based test for specification |
scientific article |
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A martingale-difference-divergence-based test for specification (English)
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12 September 2018
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distance covariance
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integrated conditional moment test
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martingale difference divergence
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martingale difference correlation
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specification test
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