The effect of a variance shift on the Breusch-Godfrey's LM test
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- Jinook Jeong & Byunguk Kang, 2012.
"Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity,"
Journal of Applied Statistics,
Taylor & Francis Journals, vol. 39(7), pages 1531-1542, January.
- Jeong, Jinook & Kang, Byunguk, 2006. "Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity," MPRA Paper 9791, University Library of Munich, Germany, revised May 2008.
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