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A Regression-Based Lagrange Multiplier Statistic that is Robust in the Presence of Heteroskedasticity
Wooldridge, Jeffrey M., (1987)
A Common Error in the Treatment of Trending Time Series
Quah, Danny, (1988)
Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances
Bollerslev, Tim, (1988)