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L'Esperance, Wilford L.
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The problem of near-multicollinearity revisited: erratic vs systematic volatility
Spanos, Aris
;
McGuirk, Anya
- In:
Journal of Econometrics
108
(
2002
)
2
,
pp. 365-393
Persistent link: https://www.econbiz.de/10005228574
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The power of four tests of autocorrelation in the linear regression model
L'Esperance, Wilford L.
;
Taylor, Daniel
- In:
Journal of Econometrics
3
(
1975
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10005285956
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