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Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances

Václav Adamec, Eric P. Smith. Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances. Communications in Statistics - Simulation and Computation, 52(6):2765-2780, June 2023. [doi]

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