Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
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- 22 August 2005
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 135 (1-2) , 155-186
- https://doi.org/10.1016/j.jeconom.2005.07.014
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This publication has 38 references indexed in Scilit:
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