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Latest revision as of 01:37, 20 March 2024

scientific article
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English
A Simple Test for Heteroscedasticity and Random Coefficient Variation
scientific article

    Statements

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    47
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    September 1979
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    1979
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    A Simple Test for Heteroscedasticity and Random Coefficient Variation (English)
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    heteroscedastic disturbances
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    linear regression model
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    Lagrangian multiplier test
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    random coefficient specifications
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    ordinary least squares
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