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Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E. (contributor); West, Kenneth D. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113105
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Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Clark, Todd E.; West, Kenneth D. - In: Journal of econometrics 135 (2006) 1/2, pp. 155-186
Persistent link: https://www.econbiz.de/10003376081
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Three essays on macroeconometrics
Pincheira, Pablo - 2006
Persistent link: https://www.econbiz.de/10003973296
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Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
Clark, Todd E. - 2011
a zero mean martingale difference against the alternative that it is linearly predictable. Under the null of no …
Persistent link: https://www.econbiz.de/10013125710
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Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference
Clark, Todd E. - 2005
a zero mean martingale difference against the alternative that it is linearly predictable. Under the null of no …
Persistent link: https://www.econbiz.de/10012467602
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Three essays in macroeconometrics
Hacıoǧlu Hoke, Sinem - 2016
Persistent link: https://www.econbiz.de/10012388683
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Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis
Clark, Todd E.; West, Kenneth D. - 2004
a zero mean martingale difference against the alternative that it is linearly predictable. Under the null of zero …
Persistent link: https://www.econbiz.de/10014071129
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On exchange rate predictability and adaptive market hypothesis in South Africa
Tweneboah, George; Asamoah, Michael Effah; Owusu … - In: Journal of African business 23 (2022) 4, pp. 984-1008
Persistent link: https://www.econbiz.de/10013417091
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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 173-222
Persistent link: https://www.econbiz.de/10011987413
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Distributionally robust inventory control when demand is a martingale
Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414
Persistent link: https://www.econbiz.de/10013375068