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;
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;