A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity
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Publication:374864
DOI10.1016/0165-1765(83)90085-XzbMath1273.62048WikidataQ29391752 ScholiaQ29391752MaRDI QIDQ374864
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(83)90085-x
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
91B82: Statistical methods; economic indices and measures
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