Testing the Error Components Model with Non-Normal Disturbances
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Publication:3725412
DOI10.2307/2297739zbMath0594.62117OpenAlexW2081085856MaRDI QIDQ3725412
Publication date: 1985
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297739
robustnessheteroscedasticityLM testlimit distributionLagrange multiplier testerror components modelnon-normal disturbancesBreusch-Pagan tests
Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)
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