Generalized LM tests for functional form and heteroscedasticity
Year of publication: |
2008
|
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Authors: | Yang, Zhenlin ; Tse, Yiu Kuen |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 2, p. 349-376
|
Subject: | Schätztheorie | Estimation theory |
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