Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified
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- Jun Ma & Charles Nelson & Richard Startz, 2007. "Spurious Inference in the GARCH(1,1) Model When It Is Weakly Identified," Working Papers UWEC-2006-14-P, University of Washington, Department of Economics, revised Mar 2007.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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