Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression

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

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Item Type:	Article
Sets:	Collections > Economists Online
Date Deposited:	27 Apr 2007
URL:	http://eprints.lse.ac.uk/1488/

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