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 2099287. - Vol. 72.2005, 251, p. 499-542
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