Testing for linear vector autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity
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Bibliographic InfoArticle provided by Netherlands Society for Statistics and Operations Research in its journal Statistica Neerlandica.
Volume (Year): 63 (2009)
Issue (Month): 3 ()
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402
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