A martingale decomposition for quadratic forms of Markov chains (with applications)
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References listed on IDEAS
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- Liu, Cheng & Sun, Yixiao, 2019. "A Simple and Trustworthy Asymptotic t Test in Difference-in-Differences Regressions," University of California at San Diego, Economics Working Paper Series qt0ck2109g, Department of Economics, UC San Diego.
- repec:eee:econom:v:210:y:2019:i:2:p:327-362 is not listed on IDEAS
More about this item
KeywordsCentral limit theorems; Markov chains; Markov chain Monte Carlo; Martingale approximations; Quadratic forms; U-statistics;
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