Testing the Error Components Model with Non-Normal Disturbances (Q3725412): Difference between revisions
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Latest revision as of 23:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Error Components Model with Non-Normal Disturbances |
scientific article |
Statements
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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