Information Journal Paper
APA:
CopyCLARK, T.E., & WEST, K.D.. (2006). USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS. JOURNAL OF ECONOMETRICS, 135(1-2), 155-186. SID. https://sid.ir/paper/619678/en
Vancouver:
CopyCLARK T.E., WEST K.D.. USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS. JOURNAL OF ECONOMETRICS[Internet]. 2006;135(1-2):155-186. Available from: https://sid.ir/paper/619678/en
IEEE:
CopyT.E. CLARK, and K.D. WEST, “USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS,” JOURNAL OF ECONOMETRICS, vol. 135, no. 1-2, pp. 155–186, 2006, [Online]. Available: https://sid.ir/paper/619678/en