Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259)
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scientific article; zbMATH DE number 6100395
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| English | Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity |
scientific article; zbMATH DE number 6100395 |
Statements
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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0.8405762910842896
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0.8094294667243958
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0.8018029928207397
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0.7954084873199463
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0.7941346168518066
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