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~institution:"Institute of Economics, Academia Sinica"
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Bierens’ equivalence result
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martingale difference sequence
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A New Test of the
Martingale
Difference
Hypothesis
Kuan, Chung-Ming
;
Lee, Wei-Ming
-
Institute of Economics, Academia Sinica
-
2003
In this paper we propose a new class of tests for the
martingale
difference
hypothesis based on the moment conditions …
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