Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 51 (1992)
Issue (Month): 1-2 ()
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- Gabriel Montes-Rojas & Walter Sosa-Escudero, 2010. "Robust tests for heteroskedasticity in the one-way error components model," Post-Print hal-00768191, HAL.
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