Testing for multiplicative heteroskedasticity
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Publication:1255290
DOI10.1016/0304-4076(78)90031-3zbMath0401.62087MaRDI QIDQ1255290
Publication date: 1978
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(78)90031-3
Monte Carlo Experiments; Large Sample Test; Multiplicative Heteroskedasticity; Regression Model; Sample Bahaviour
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