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A Test of Heteroskedasticity Based on Kernal Estimation of the Score Function

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Author Info
John X. Zheng () (Eco, U. of Texas)
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Publisher Info
Paper provided by Center for Applied Research in Economics in its series Economics, University of Texas at Austin with number 9603.

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Length: 11 pages
Date of creation: Feb 1997
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Handle: RePEc:tex:carewp:9603

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Web page: http://www.eco.utexas.edu/Ecopapers

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