Modified variance ratio test for autocorrelation in the presence of heteroskedasticity
Sohail Chand and Nuzhat Aftab
| Year of publication: |
January-June 2018
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|---|---|
| Authors: | Chand, Sohail ; Aftab, Nuzhat |
| Published in: |
The Lahore journal of economics. - Lahore, ISSN 1811-5438, ZDB-ID 2228723-1. - Vol. 23.2018, 1, p. 1-19
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| Subject: | Regression | variance break | wild bootstrap | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Varianzanalyse | Analysis of variance | Statistischer Test | Statistical test | Autokorrelation | Autocorrelation | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011980462