Tests for m-dependence based on sample splitting methods
Year of publication: |
2013
|
---|---|
Authors: | Moon, Seongman ; Velasco, Carlos |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 173.2013, 2, p. 143-159
|
Publisher: |
Elsevier |
Subject: | m-dependence | Sample splitting | Pooled method | Wald method | Minimum/maximum/median method | Expectations hypothesis |
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