Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis [An article from: Journal of Econometrics]
Book Details
Author(s)T.E. Clark, K.D. West
PublisherElsevier
ISBN / ASINB000P6XMFO
ISBN-13978B000P6XMF6
MarketplaceFrance 🇫🇷
![Approximately normal tests for equal predictive accuracy in nested models [An article from: Journal of Econometrics]](https://www.ebooknetworking.net/books/B00/0PD/medB000PDYNU0.jpg)
