A size correction to the Lagrange multiplier test for heteroskedasticity
- 1 July 1988
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 38 (3) , 375-386
- https://doi.org/10.1016/0304-4076(88)90052-8
Abstract
No abstract availableThis publication has 17 references indexed in Scilit:
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