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The Heteroskedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi  and
Qi Li
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 6 , Issue 3 , September 1990 , pp. 405
Copyright
Copyright © Cambridge University Press 1990

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