A robust test for autocorrelation in the presence of a structural break in variance (Q5220009)
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scientific article; zbMATH DE number 7178434
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| English | A robust test for autocorrelation in the presence of a structural break in variance |
scientific article; zbMATH DE number 7178434 |
Statements
A robust test for autocorrelation in the presence of a structural break in variance (English)
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9 March 2020
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LM test
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variance break
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GLS regression
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variance-ratio test
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0.7954084873199463
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0.7692403793334961
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0.7679774165153503
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0.7524781227111816
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