Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors
| Year of publication: |
2010
|
|---|---|
| Authors: | Cao, Chun-Zheng ; Lin, Jin-Guan ; Zhu, Li-Xing |
| Published in: |
Statistical Papers. - Springer. - Vol. 51.2010, 4, p. 813-836
|
| Publisher: |
Springer |
| Subject: | Symmetrical distributions | Nonlinear model | AR(1) errors | Heteroscedasticity | Score test | Asymptotic properties | Approximate local powers |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008775870