Publication:3608194
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zbMath1165.62061MaRDI QIDQ3608194
Patrik Guggenberger, Donald W. K. Andrews
Publication date: 28 February 2009
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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