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Cover image for Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference

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

by Clark, Todd E.
2005
Format: Electronic

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Cover image for Approximately normal tests for equal predictive accuracy in nested models

Approximately normal tests for equal predictive accuracy in nested models

by Clark, Todd E.
2005
Format: Electronic

Location
Access Content Online