Testing for Serial Correlation: Generalized...

Journal of Business and Economic Statistics 2010 / 04 Vol. 28; Iss. 2

Testing for Serial Correlation: Generalized Andrews–Ploberger Tests

Nankervis, John C., Savin, N. E.
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Volume:
28
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1198/jbes.2009.08115
Date:
April, 2010
File:
PDF, 184 KB
english, 2010
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