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Joint estimation and testing for functional form and heteroskedasticity


  • Lahiri, Kajal
  • Egy, Daniel


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  • Lahiri, Kajal & Egy, Daniel, 1981. "Joint estimation and testing for functional form and heteroskedasticity," Journal of Econometrics, Elsevier, vol. 15(2), pages 299-307, February.
  • Handle: RePEc:eee:econom:v:15:y:1981:i:2:p:299-307

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    References listed on IDEAS

    1. Richard, Scott F., 1978. "An arbitrage model of the term structure of interest rates," Journal of Financial Economics, Elsevier, vol. 6(1), pages 33-57, March.
    2. Sargent, Thomas J., 1979. "A note on maximum likelihood estimation of the rational expectations model of the term structure," Journal of Monetary Economics, Elsevier, vol. 5(1), pages 133-143, January.
    3. Shiller, Robert J, 1981. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," American Economic Review, American Economic Association, vol. 71(3), pages 421-436, June.
    4. Bildersee, John S, 1975. "Some New Bond Indexes," The Journal of Business, University of Chicago Press, vol. 48(4), pages 506-525, October.
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    Cited by:

    1. Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
    2. Blaylock, James R. & Smallwood, David M., 1983. "Box-Cox Transformations And Error Term Specification In Demand Models," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(01), July.
    3. Kaltsas, Ioannis K. & Bosch, Darrell J. & McGuirk, Anya M., 2005. "Spatial Econometrics Revisited: A Case Study of Land Values in Roanoke County," 2005 Annual meeting, July 24-27, Providence, RI 19406, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. repec:rri:wpaper:200505 is not listed on IDEAS
    5. Brian Cushing, 2005. "Specification of Functional Form in Models of Population Migration," Working Papers Working Paper 2005-05, Regional Research Institute, West Virginia University.
    6. Sarkar, Nityananda, 2000. "Arch model with Box-Cox transformed dependent variable," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 365-374, December.
    7. Peide Shi & Chih-Ling Tsai, 2002. "Regression model selection-a residual likelihood approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(2), pages 237-252.

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