Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk.
Year of publication: |
1983
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Authors: | Sargan, John Denis ; Bhargava, Alok |
Published in: |
Econometrica. - Econometric Society. - Vol. 51.1983, 1, p. 153-74
|
Publisher: |
Econometric Society |
Saved in:
Online Resource
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