A comparison of the power of some tests for heteroskedasticity in the general linear model
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 2 (1974)
Issue (Month): 4 (December)
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Web page: http://www.elsevier.com/locate/jeconom
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- Lumsdaine, Robin L. & Ng, Serena, 1999.
"Testing for ARCH in the presence of a possibly misspecified conditional mean,"
Journal of Econometrics,
Elsevier, vol. 93(2), pages 257-279, December.
- Robin L. Lumsdaine & Serena Ng, 1998. "Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean," Boston College Working Papers in Economics 370, Boston College Department of Economics.
- Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
- Magnus, J.R. & Sinha, A.K., 2005. "On Theils' errors," Open Access publications from Tilburg University urn:nbn:nl:ui:12-173947, Tilburg University.
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