Generalized LM tests for functional form and heteroscedasticity (Q3521280)
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scientific article; zbMATH DE number 5314830
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| English | Generalized LM tests for functional form and heteroscedasticity |
scientific article; zbMATH DE number 5314830 |
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Generalized LM tests for functional form and heteroscedasticity (English)
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21 August 2008
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Box-Cox transformation
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double length regression
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functional form
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heteroscedasticity
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LM tests
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robustness
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0.805604875087738
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0.7991653084754944
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0.7981022000312805
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0.7981022000312805
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0.7980025410652161
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