Tests of Functional Form and Heteroscedasticity
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- Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
References listed on IDEAS
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More about this item
Keywords
Functional Form; Hetersocedasticity; Lagrange Multiplier Test;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2004-10-30 (Finance)
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