Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models
Year of publication: |
2007
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---|---|
Authors: | Godfrey, L.G. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 7, p. 3282-3295
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Publisher: |
Elsevier |
Saved in:
Online Resource
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