Testing the Martingale Difference Hypothesis Using Neural Network Approximations
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References listed on IDEAS
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More about this item
KeywordsMartingale difference hypothesis; Neural networks; Boosting;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-06-11 (All new papers)
- NEP-CMP-2007-06-11 (Computational Economics)
- NEP-ECM-2007-06-11 (Econometrics)
- NEP-ETS-2007-06-11 (Econometric Time Series)
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