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Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
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Testing for normality in linear regression models using regression and scale equivariant estimators
Tabri, Rami Victor
- In:
Economics letters
122
(
2014
)
2
,
pp. 192-196
Persistent link: https://www.econbiz.de/10010395191
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