A martingale-difference-divergence-based test for specification (Q1673555)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6935660
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A martingale-difference-divergence-based test for specification |
scientific article; zbMATH DE number 6935660 |
Statements
A martingale-difference-divergence-based test for specification (English)
0 references
12 September 2018
0 references
distance covariance
0 references
integrated conditional moment test
0 references
martingale difference divergence
0 references
martingale difference correlation
0 references
specification test
0 references
0.7702081203460693
0 references
0.7683448791503906
0 references
0.7597168684005737
0 references
0.7561032772064209
0 references
0.7520217299461365
0 references
