The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
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Publication:4131493
DOI10.2307/1911687zbMath0359.62083OpenAlexW2038097677MaRDI QIDQ4131493
Publication date: 1977
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911687
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)
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