Testing for heteroscedasticity in simultaneous equation models
- 30 April 1981
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 15 (3) , 311-340
- https://doi.org/10.1016/0304-4076(81)90098-1
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
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- A Note on Residual Heterovariance and Estimation Efficiency in RegressionThe American Statistician, 1966
- Some Tests for HomoscedasticityJournal of the American Statistical Association, 1965
- TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONSBiometrika, 1957