A joint test for serial correlation and heteroscedasticity
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Cites work
- scientific article; zbMATH DE number 3357817 (Why is no real title available?)
- scientific article; zbMATH DE number 3059918 (Why is no real title available?)
- A joint test for serial correlation and heteroscedasticity
- A point optimal test for autoregressive disturbances
- Model specification tests. A simultaneous approach
- Nonnested testing for autocorrelation in the linear regression model
- Robust tests for spherical symmetry and their application to least squares regression
- TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES
Cited in
(7)- Model selection using AIC in the presence of one-sided information
- Joint one-sided tests of linear regression coefficients
- scientific article; zbMATH DE number 4184813 (Why is no real title available?)
- scientific article; zbMATH DE number 6951457 (Why is no real title available?)
- scientific article; zbMATH DE number 3856250 (Why is no real title available?)
- A joint test for serial correlation and heteroscedasticity
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