Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (Q3019498)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors |
scientific article |
Statements
Tests of heteroscedasticity and correlation in multivariate <i>t</i> regression models with AR and ARMA errors (English)
0 references
28 July 2011
0 references
adjusted score test
0 references
approximate local powers
0 references
autocorrelation
0 references
score test
0 references
simulation studies
0 references
0 references
0 references
0 references
0 references