Journal of Applied Econometrics Data Archive

Jean-Marie Dufour, Lynda Khalaf, and Marie-Claude Beaulieu, "Multivariate Residual-Based Finite-Sample Tests for Serial Dependence and ARCH Effects with Applications to Asset Pricing Models", Journal of Applied Econometrics, Vol. 25, No. 2, 2010, pp. 263-285.

• Readme file
• dkb-data.zip

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