Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
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Publication:4462531
DOI10.1163/156939603322729012zbMath1052.62117MaRDI QIDQ4462531
Publication date: 18 May 2004
Full work available at URL: https://doi.org/10.1163/156939603322729012
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F40: Bootstrap, jackknife and other resampling methods
65C05: Monte Carlo methods
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