A Heteroskedasticity Test Robust to Conditional Mean Misspecification

Authors
Citation
BYUNG-JOO LEE, A Heteroskedasticity Test Robust to Conditional Mean Misspecification, Econometrica, 60(01), 1992, pp. 159
Journal title
ISSN journal
00129682
Volume
60
Issue
01
Year of publication
1992
Database
ICR
SICI code
0012-9682(1992)60:01<159:AHTRTC>2.0.ZU;2-6