Monotonic improved critical values for two [chi]2 asymptotic criteria
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- Honda, Yuzo, 1988. "A size correction to the Lagrange multiplier test for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 38(3), pages 375-386, July.
- Fujisawa, Hironori, 1997. "Improvement on Chi-Squared Approximation by Monotone Transformation," Journal of Multivariate Analysis, Elsevier, vol. 60(1), pages 84-89, January.
- Bera, Anil K. & Jarque, Carlos M., 1982. "Model specification tests : A simultaneous approach," Journal of Econometrics, Elsevier, vol. 20(1), pages 59-82, October.
- Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
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