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Semiparametric specification testing
Delgado, Miguel A., (1990)
The misspecification of Arma models
Pollock, David Stephen G., (1989)
Specification tests for separate models : A survey
McAleer, Michael, (1984)
Modelling the term structure
Pagan, Adrian R., (1995)
Structural models of the liquidity effect
Seasonal integration and the evolving seasonals model
Hylleberg, Svend, (1995)