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UK inflation: persistance, seasonality and monetary policy
Osborn, Denise, (2007)
First order asymptotic theory for parametric misspecification tests of GARCH models
Halunga, Andreea, (2007)
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
Halunga, Andreea, (2011)