Title of article :
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
Author/Authors :
L.G. Godfrey، نويسنده , , A.R. Tremayne، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
19
From page :
377
To page :
395
Keywords :
Heteroskedasticity , Wild bootstrap , Serial correlation
Journal title :
Computational Statistics and Data Analysis
Serial Year :
2005
Journal title :
Computational Statistics and Data Analysis
Record number :
307951
Link To Document :
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