Mantalos, Panagiotis; Shukur, Ghazi - In: Economic Modelling 25 (2008) 5, pp. 1040-1050
By using bootstrap technique we investigate the properties of the Breusch [Breusch, T.S., 1978. Testing for autocorrelation in dynamic linear models. Australian Economic Papers 17, 334-355]-Godfrey [Godfrey, L.G., 1978. Testing for higher order serial correlation in regression equations when the...
