Testing the Error Components Model with Non-Normal Disturbances (Q3725412): Difference between revisions

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Revision as of 14:27, 5 March 2024

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Testing the Error Components Model with Non-Normal Disturbances
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    Testing the Error Components Model with Non-Normal Disturbances (English)
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    1985
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    limit distribution
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    Breusch-Pagan tests
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    Lagrange multiplier test
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    robustness
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    LM test
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    error components model
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    non-normal disturbances
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    heteroscedasticity
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