A martingale decomposition for quadratic forms of Markov chains (with applications)
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DOI: 10.1016/j.spa.2013.09.001
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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.
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Keywords
Central limit theorems; Markov chains; Markov chain Monte Carlo; Martingale approximations; Quadratic forms; U-statistics;All these keywords.
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