Robust tests for heteroskedasticity and autocorrelation using score function

A.K. Bera, P.T. Ng

Research output: Working paperDiscussion paperOther research output

230 Downloads (Pure)
Original languageEnglish
PublisherCentER
Number of pages27
Volume1992-45
Publication statusPublished - 1992
Externally publishedYes

Publication series

NameCentER Discussion Paper
Volume1992-45

Keywords

  • Testing

Cite this

Bera, A. K., & Ng, P. T. (1992). Robust tests for heteroskedasticity and autocorrelation using score function. (CentER Discussion Paper; Vol. 1992-45). CentER.