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    Robust adaptive rate-optimal testing for the white noise hypothesis 
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    Robust adaptive rate-optimal testing for the white noise hypothesis

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    ArXiv paper (1.063Mb)
    Volume
    176
    Pagination
    134 - 145
    DOI
    10.1016/j.jeconom.2013.05.001
    Journal
    JOURNAL OF ECONOMETRICS
    Issue
    2
    ISSN
    0304-4076
    Metadata
    Show full item record
    Authors
    Guay, A; Guerre, E; Lazarova, S
    URI
    http://qmro.qmul.ac.uk/xmlui/handle/123456789/15807
    Collections
    • Econometrics [8]
    Licence information
    All rights reserved
    Copyright statements
    © 2013 Elsevier B.V.
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