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Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model
Mantalos, PanagiotisVolume:
9
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1163/156939603322729012
Date:
September, 2003
File:
PDF, 407 KB
english, 2003