Asymptotic relative efficiency of the classical test statistics under misspecification
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 42 (1989)
Issue (Month): 3 (November)
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Web page: http://www.elsevier.com/locate/jeconom
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- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000.
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Department of Economics, Working Papers
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- Lanne, Markku & Saikkonen, Pentti, 2006. "Why is it so difficult to uncover the risk-return tradeoff in stock returns?," Economics Letters, Elsevier, vol. 92(1), pages 118-125, July.
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- 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.
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