Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests
Year of publication: |
2012
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Authors: | Nankervis, John C. ; Savin, Nathan E. |
Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 15.2012, 3, p. 516-534
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