Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model (Q4462531): Difference between revisions
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| Property / cites work: THE SIZE DISTORTION OF BOOTSTRAP TESTS / rank | |||
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| Property / cites work: Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables / rank | |||
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| Property / cites work: Bootstrap tests for autocorrelation. / rank | |||
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| Property / cites work: Linear Statistical Inference and its Applications / rank | |||
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Latest revision as of 17:15, 6 June 2024
scientific article; zbMATH DE number 2066096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model |
scientific article; zbMATH DE number 2066096 |
Statements
18 May 2004
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autocorrelation
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bootstrap
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Breusch-Godfrey test method
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Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model (English)
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