The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
Year of publication: |
2005
|
---|---|
Authors: | Godfrey, L.G. ; Tremayne, A.R. |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 49.2005, 2, p. 377-395
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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