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Artificial regression testing in the GARCH-in-mean model

Lucchetti, Riccardo and Rossi, Eduardo

Artificial regression testing in the GARCH-in-mean model J5710 2005 - 2005 - 306-322 V. 08 Issue. 3

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: GARCH;Artifical regression;Largrance multiplier test;

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