Distribution-free specification tests of conditional models (Q291101)

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scientific article; zbMATH DE number 6589660
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    Distribution-free specification tests of conditional models
    scientific article; zbMATH DE number 6589660

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      Distribution-free specification tests of conditional models (English)
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      6 June 2016
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      conditional models
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      martingale transformation
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      sequential empirical process
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      specification tests
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