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Type of publication: | Book / Working Paper |
Notes: | This is the final revised version (October 2001) of the original (December 1998) paper. Published in Journal of Econometrics, 2002, pages 417-435. The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 292 26 pages |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
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Persistent link: https://www.econbiz.de/10005649341