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~isPartOf:"Monash Econometrics and Business Statistics Working Papers"
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Latent variable model
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approximate likelihood
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correlation tests
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locally most powerful tests
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stochastic volatility tests
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Freeland, R.K.
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Martin, G.M.
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McCabe, B.P.M.
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Department of Econometrics and Business Statistics, Monash Business School
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Monash Econometrics and Business Statistics Working Papers
Econometric Society 2004 Australasian Meetings
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Testing for Dependence in Non-Gaussian Time Series Data
McCabe, B.P.M.
;
Martin, G.M.
;
Freeland, R.K.
-
Department of Econometrics and Business Statistics, …
-
2004
transferred to the non-Gaussian, possibly discrete, observations.
Locally
most
powerful
tests
for various forms of dependence are …
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