A joint test for serial correlation and heteroscedasticity
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Publication:375003
DOI10.1016/0165-1765(84)90179-4zbMATH Open1273.62270OpenAlexW2091870050MaRDI QIDQ375003FDOQ375003
Merran A. Evans, Maxwell L. King
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(84)90179-4
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Cites Work
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- Robust tests for spherical symmetry and their application to least squares regression
- A point optimal test for autoregressive disturbances
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- Model specification tests. A simultaneous approach
- Nonnested testing for autocorrelation in the linear regression model
- A joint test for serial correlation and heteroscedasticity
- TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES
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- Joint one-sided tests of linear regression coefficients
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- A joint test for serial correlation and heteroscedasticity
- Joint test for functional forms and heteroscedasticity with property sales and valuation data
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