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Testing for serial correlation in multivariate regression models

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Author Info
Kyriazidou, Ekaterini
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File URL: http://www.sciencedirect.com/science/article/B6VC0-3VM1XM5-1/2/ec4cba7d8229fa96a150baa51b0a9e8c
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 86 (1998)
Issue (Month): 2 (June)
Pages: 193-220
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Handle: RePEc:eee:econom:v:86:y:1998:i:2:p:193-220

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Yi-Ting Chen, 2008. "A unified approach to standardized-residuals-based correlation tests for GARCH-type models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 111-133. [Downloadable!]
  2. Erdenebat Bataa & Dong H. Kim & Denise R. Osborn, 2006. "A Further Examination of the Expectations Hypothesis for the Term Structure," The School of Economics Discussion Paper Series 0611, Economics, The University of Manchester. [Downloadable!]
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