A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models (Q4172778): Difference between revisions

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Revision as of 14:35, 5 March 2024

scientific article; zbMATH DE number 3607338
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English
A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models
scientific article; zbMATH DE number 3607338

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    A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models (English)
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    1978
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    Nonstochastic Regressors
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    Parametric Tests
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    Durbin-Watson Bounding Ratios
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    Heteroscedasticity
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    Dynamic Simultaneous Equations Models
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    Linear Econometric Models
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    Von Neumann Ratio
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    Least Squares Regression
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