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Applied Economics Letters Volume 23, 2016 - Issue 14
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Original Articles

A simple IID test for autoregressive conditional duration models

Wei YangSchool of Economics, Huazhong University of Science and Technology, Wuhan, ChinaView further author information
&
Fei ChenSchool of Economics, Huazhong University of Science and Technology, Wuhan, ChinaCorrespondence[email protected]
View further author information
Pages 1026-1028 | Published online: 04 Jan 2016

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