The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
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Publication:1318979
DOI10.1016/0304-4076(94)90091-4zbMath0800.62536OpenAlexW2066188834MaRDI QIDQ1318979
Publication date: 12 April 1994
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/263071/files/canterbury-nz-044.pdf?subformat=pdfa
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Statistical tables (62Q05)
Uses Software
Cites Work
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