THE EXACT DISTRIBUTION OF THE LAGRANGE MULTIPLIER TEST FOR HETEROSKEDASTICITY

Authors
FAREBROTHER RW
Citation
Rw. Farebrother, THE EXACT DISTRIBUTION OF THE LAGRANGE MULTIPLIER TEST FOR HETEROSKEDASTICITY, Econometric theory, 11(4), 1995, pp. 803-804
Citations number
2
Categorie Soggetti
Economics,"Social Sciences, Mathematical Methods
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
11
Issue
4
Year of publication
1995
Pages
803 - 804
Database
ISI
SICI code
0266-4666(1995)11:4<803:TEDOTL>2.0.ZU;2-7