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Original Articles

The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations

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Pages 1907-1913 | Published online: 01 Sep 2006

References

References

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  • Maddala G 1995 Introduction to Econometrics, Macmillan New York
  • Rao CR 1973 Linear Statistical Inference and Its Applications 2nd edn Wiley New York

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