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Bootstrapping the GMM overidentification test Under first-order underidentification
Dovonon, Prosper; Gonçalves, Sílvia
Issue Date : 2014-04

Testing for Common GARCH Factors
Dovonon, Prosper; Renault, Éric
Issue Date : 2012-12

Showing results 1 to 2 of 2

 

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