The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
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Publication:957210
DOI10.1016/j.csda.2004.05.020zbMath1429.62667OpenAlexW2045059981MaRDI QIDQ957210
A. R. Tremayne, Leslie G. Godfrey
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.020
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09)
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Uses Software
Cites Work
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