Testing for heteroskedasticity in fixed effects models
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Publication:2512616
DOI10.1016/j.jeconom.2013.07.005zbMath1293.62190OpenAlexW1997849923MaRDI QIDQ2512616
Walter Sosa-Escudero, Ted Juhl
Publication date: 7 August 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.07.005
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)
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