Testing for serial correlation in the presence of dynamic heteroscedasticity (Q4384999)
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scientific article; zbMATH DE number 1139836
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English | Testing for serial correlation in the presence of dynamic heteroscedasticity |
scientific article; zbMATH DE number 1139836 |
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Testing for serial correlation in the presence of dynamic heteroscedasticity (English)
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31 July 2001
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serial correlations tests
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ARCH-correlated tests
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ARMA-ARCH model
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tables
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