The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test
| Year of publication: |
1999
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|---|---|
| Authors: | Brooks, Chris ; Heravi, Saeed M. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 13.1999, 2, p. 147-162
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