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

Robinson, P. (1991). Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Journal of Econometrics, 47(1), 67-84.
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Item Type Article
Departments LSE
Date Deposited 27 April 2007
URI https://researchonline.lse.ac.uk/id/eprint/1488

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