The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
| Year of publication: |
2005
|
|---|---|
| Authors: | Godfrey, L.G. ; Tremayne, A.R. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 49.2005, 2, p. 377-395
|
| Publisher: |
Elsevier |