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FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
Halunga, Andreea G., (2009)
First-order asymptotic theory for parametric misspecification tests of GARCH models
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G., (2017)