A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
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Publication:3365349
DOI10.1017/S026646669814104XzbMath1419.62255OpenAlexW2120236985MaRDI QIDQ3365349
Publication date: 1998
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646669814104x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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