Misspecification and estimation effect in the Lagrange...

Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity

Furno, Marilena
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Volume:
78
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/10629360601052374
Date:
April, 2008
File:
PDF, 155 KB
english, 2008
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