Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for serial correlation of unknown form in dynamic least squares regression with wavelets |
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Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (English)
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12 September 2018
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dynamic least squares regression
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serial correlation
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conditional heteroscedasticity
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maximum overlap discrete wavelet transformation
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