The Inconsistency of the Breusch-Pagan Test
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More about this item
KeywordsBreusch-Pagan test; heteroskedasticity; Lagrange Multiplier Test; Test consistency; F-test; necessary and sufficient conditions for consistency of F test;
All these keywords.
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2002-06-13 (Econometrics)
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