Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Year of publication: |
2005
|
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Authors: | Hong, Yongmiao ; Lee, Yoon-jin |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 72.2005, 2, p. 499-541
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
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