The Inconsistency of the Breusch-Pagan Test
Year of publication: |
2002-05-23
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Authors: | Zaman, Asad |
Institutions: | EconWPA |
Subject: | Breusch-Pagan test | heteroskedasticity | Lagrange Multiplier Test | Test consistency | F-test | necessary and sufficient conditions for consistency of F test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; prepared on ibm-pc; pages: 10 ; figures: none. preprint of article subsequently published in Journal of Economic and Social Research vol 2 number 1 p1-11 10 pages |
Classification: | C2 - Econometric Methods: Single Equation Models |
Source: |
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On the inconsistency of the Breusch-Pagan test
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