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Approximate HPD regions for testing residual autocorrelation using augmented regressions

Bibliographic reference Bauwens, Luc. Approximate HPD regions for testing residual autocorrelation using augmented regressions. In: W. Härdle, L. Simar, Computer Intensive Methods in Statistics, Physica-Verlag  : Heidelberg 1993, p. 47-61
Permanent URL http://hdl.handle.net/2078.1/73959