Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity |
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Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (English)
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30 October 2012
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variance-ratio test
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Breusch-Godfrey LM test
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autocorrelation
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heteroskedasticity
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wild bootstrap
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