Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors

✍ Scribed by Chun-Zheng Cao; Jin-Guan Lin; Li-Xing Zhu

• Book ID: 106045360
• Publisher: Springer-Verlag
• Year: 2008
• Tongue: English
• Weight: 383 KB
• Volume: 51
• Category: Article
• ISSN: 0932-5026
• DOI: 10.1007/s00362-008-0171-y