Joint LM test for homoskedasticity in a one-way error component model (Q278186)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint LM test for homoskedasticity in a one-way error component model |
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Joint LM test for homoskedasticity in a one-way error component model (English)
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2 May 2016
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panel data
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heteroskedasticity
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Lagrange multiplier tests
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error components
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Monte Carlo simulations
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