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The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
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Publications
The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
TE
Thomas W. Epps
Thomas W. Epps
ME
Mary Lee Epps
Mary Lee Epps
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1 April 1977
journal article
Published by
JSTOR
in
Econometrica
Vol. 45
(3)
,
745
https://doi.org/10.2307/1911687
Abstract
No abstract available
Keywords
ROBUSTNESS
STANDARD TESTS
PROBLEMS
PRESENT
AUTOCORRELATION AND HETEROSKEDASTICITY
TESTS FOR AUTOCORRELATION
Cited
Cited by 28 articles
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