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Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.
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West, Kenneth D.
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2005
Persistent link: https://www.econbiz.de/10002586927
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Approximately normal test for equal predictive accuracy in nested models
Clark, Todd E.
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West, Kenneth D.
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2006
Persistent link: https://www.econbiz.de/10003362217
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