Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (Q1673452)
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scientific article; zbMATH DE number 6935575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for serial correlation of unknown form in dynamic least squares regression with wavelets |
scientific article; zbMATH DE number 6935575 |
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Tests for serial correlation of unknown form in dynamic least squares regression with wavelets (English)
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12 September 2018
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dynamic least squares regression
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serial correlation
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conditional heteroscedasticity
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maximum overlap discrete wavelet transformation
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0.9432973
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0.92711323
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0.91448843
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0.90115035
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0.89652866
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0.88677216
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0.88492334
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