Testing for autoregressive disturbances in a time series regression with missing observations
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Publication:1801419
DOI10.1016/0304-4076(93)90066-EzbMATH Open0775.62243MaRDI QIDQ1801419FDOQ1801419
Authors: Thomas S. Shively
Publication date: 18 July 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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