Linearity tests and stationarity
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Publication:3156186
DOI10.1111/j.1368-423X.2004.00121.xzbMath1053.62020MaRDI QIDQ3156186
Publication date: 6 January 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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