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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Econometric reviews"
~person:"Orme, Chris D."
~subject:"ARCH-Modell"
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Kapitaleinkommen
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Orme, Chris D.
Teräsvirta, Timo
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Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
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2
Efficient score tests for heteroskedasticity in micro-econometrics
Orme, Chris D.
- In:
Econometric reviews
11
(
1992
)
2
,
pp. 235-252
Persistent link: https://www.econbiz.de/10001128474
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