A size correction to the Lagrange multiplier test for heteroskedasticity
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- Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004.
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- Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
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- repec:sbe:breart:v:12:y:1992:i:2:a:2990 is not listed on IDEAS
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