A martingale-difference-divergence-based test for specification (Q1673555)

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A martingale-difference-divergence-based test for specification
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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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