Generalized LM tests for functional form and heteroscedasticity

Yang, Zhenlin and Tse, Yiu Kuen

Generalized LM tests for functional form and heteroscedasticity 2008 - 2008 - 349-376 V. 11 Issue. 2


Econometrics

Box Cox transformation;Double length regression;Functional form Heteroscedasticity;LM tests;Robustness;

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