Publication:5475042
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zbMath1091.62068MaRDI QIDQ5475042
Publication date: 16 June 2006
Full work available at URL: http://fmwww.bc.edu/EC-P/wp519.pdf
62H25: Factor analysis and principal components; correspondence analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C05: Monte Carlo methods
62F05: Asymptotic properties of parametric tests
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