The exact powers of some autocorrelation tests when the disturbances are heteroscedastic
- 1 April 1994
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 61 (2) , 383-394
- https://doi.org/10.1016/0304-4076(94)90091-4
Abstract
No abstract availableKeywords
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