Size distortions of the wild bootstrapped HCCME-based LM test for serial correlation in the presence of asymmetric conditional heteroskedasticity

Year of publication

2014

Authors

Grobys, Klaus

Organizations and authors

University of Vaasa

Grobys Klaus

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal/Series

Empirical Economics

Issue

Online 06 Jun 2014

Pages

1-14

ISSN

1435-8921

Publication forum

55214

Publication forum level

Open access

Open access in the publisher’s service

Yes

Open access of publication channel

Fully open publication channel

Self-archived

Unknown

Other information

Fields of science

Business and management

Publication country

Germany

Internationality of the publisher

International

Language

English

International co-publication

Co-publication with a company