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Empirical likelihood-based model selection criteria for moment condition models
Hong, Han, (2001)
A Model for Long Memory Conditional Heteroscedasticity - (Now Published in Annals of Applied Probability, 10 (2000), Pp.1002-1024.)
Giraitis, Liudas, (2008)
Adaptive testing in ARCH models
Linton, Oliver, (1995)
Bayesian averaging, prediction and nonnested model selection
Hong, Han, (2008)
Hong, Han, (2012)