This paper develops a test of autocorrelation in the presence of heteroskedasticity of unknown form in the nonlinear regression model. The test statistic is based on the sample autocovariance of the ...
This paper considers (i) the robustness of the @t and Durbin-Watson bounds tests for first-order autocorrelation when disturbances in the linear regression model are heteroskedastic and (ii) the ...
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