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A comparison of the power of some tests for heteroskedasticity in the general linear model

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  • Harvey, A. C.
  • Phillips, G. D. A.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 2 (1974)
Issue (Month): 4 (December)
Pages: 307-316

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Handle: RePEc:eee:econom:v:2:y:1974:i:4:p:307-316

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. 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.
  2. 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.
  3. 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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