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Algebraic independence of $E_2$, $E_4$ and $E_6$

In "M. Kaneko and D. Zagier, A generalized Jacobi theta function and quasimodular forms, Prog. Math. 129, 165-172 (1995)" there is a proposition stating essentially that $E_2$, $E_4$ and $E_6$ are alg …
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