Robinson, Peter (1991) Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Journal of Econometrics, 47 (1). pp. 67-84. ISSN 0304-4076
Full text not available from this repository.| Item Type: | Article |
|---|---|
| Divisions: | LSE |
| Date Deposited: | 27 Apr 2007 |
| Last Modified: | 11 Dec 2024 21:56 |
| URI: | http://eprints.lse.ac.uk/id/eprint/1488 |
Actions (login required)
 |
View Item |
