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subject:"Panel"
~isPartOf:"Econometric theory"
~person:"White, Halbert"
~subject:"ARCH-Modell"
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Consistent specification testing with nuisance parameters present only under the alternative
Stinchcombe, Maxwell B.
- In:
Econometric theory
14
(
1998
)
3
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pp. 295-325
Persistent link: https://www.econbiz.de/10001245316
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Determination of estimators with minimum asymptotic covariance matrices
Bates, Charles E.
- In:
Econometric theory
9
(
1993
)
4
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pp. 633-648
Persistent link: https://www.econbiz.de/10001156712
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