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Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

机译：使用样本外均方预测误差检验the差异假设

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Todd E. Clark; Kenneth D. West;
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年度 2004
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1. Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis [J] . Todd E. Clark, Kenneth D. West Journal of Econometrics . 2006,第1a2期

机译：使用样本外均方预测误差检验the差异假设
2. Testing for martingale difference hypothesis with structural breaks: Evidence from Asia–Pacific foreign exchange markets [J] . Afees A. Salisu, Tirimisiyu F. Oloko, Oluwatomisin J. Oyewole Borsa Istanbul Review . 2016,第4期

机译：用结构断裂检验差异假设：来自亚太外汇市场的证据
3. Testing the Martingale Difference Hypothesis (MDH) with Structural Breaks: Evidence from Foreign Exchanges of Nigeria and South Africa [J] . Afees A. Salisu, Taofeek O. Ayinde Journal of African Business . 2016,第1a3期

机译：用结构性断裂检验Difference差异假设（MDH）：来自尼日利亚和南非外汇的证据
4. Testing the martingale difference hypothesis in the European emerging unit-linked insurance markets [C] . Diana-Maria Chis International Conference Emerging Markets Queries in Finance and Business . 2013

机译：在欧洲新兴单位联系保险市场中测试鞅差异假设
5. HYPOTHESIS TESTS FOR HOMOGENEITY SUBJECT TO LINEAR CONSTRAINTS (LIKELIHOOD RATIO TESTS, CHI-SQUARE TESTS). [D] . AL-JELIHAWI, SAID ALI. 1986

机译：均质性假设检验受线性约束（似然比检验，卡方检验）。
6. Testing the Reward Prediction Error Hypothesis with an Axiomatic Model [O] . Robb B. Rutledge, Mark Dean, Andrew Caplin, 2010

机译：使用公理模型测试奖励预测错误假设
7. Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis [O] . Todd E. Clark, Kenneth D. West 2006

机译：使用样本外均值预测误差来测试鞅差异假设

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

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