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A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models.
Pesaran, B., (1992)
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
Pesaran, B., (2007)
A general likelihood approach to the instrumental variable estimation and test of misspecifications
Pesaran, M. Hashem, (1984)