Modified Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity

Sohail Chand () and Nuzhat Aftab ()
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Sohail Chand: Associate Professor, College of Statistical and Actuarial Sciences, University of the Punjab, Pakistan.
Nuzhat Aftab: PhD Scholar, College of Statistical and Actuarial Sciences, University of the Punjab, Pakistan.

Lahore Journal of Economics, 2018, vol. 23, issue 1, 1-19

Keywords: Regression; variance break; wild bootstrap (search for similar items in EconPapers)
JEL-codes: C40 (search for similar items in EconPapers)
Date: 2018
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