vrtest (Q26594): Difference between revisions
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Property / cites work: Automatic variance ratio test under conditional heteroskedasticity / rank | |||
Revision as of 14:31, 4 March 2024
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis
Language | Label | Description | Also known as |
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English | vrtest |
Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis |
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5 September 2022
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