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Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity

✍ Scribed by Grobys, Klaus


Book ID
125341095
Publisher
Springer-Verlag
Year
2014
Tongue
English
Weight
194 KB
Volume
48
Category
Article
ISSN
0377-7332

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