Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (Q511063)

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Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors
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    Heteroscedasticity and/or autocorrelation checks in longitudinal nonlinear models with elliptical and AR(1) errors (English)
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    14 February 2017
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    autocorrelation
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    elliptical distributions
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    heteroscedasticity
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    longitudinal data
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    nonlinear model
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    score test
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    Monte Carlo simulations
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