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Munich Personal RePEc Archive

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Number of items: 3.

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Zhu, Ke and Li, Wai Keung (2013): A new Pearson-type QMLE for conditionally heteroskedastic models.

Zhu, Ke and Li, Wai-Keung (2013): A bootstrapped spectral test for adequacy in weak ARMA models.

Zhu, Ke and Yu, Philip L.H. and Li, Wai Keung (2013): Testing for the buffered autoregressive processes.

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