Robust tests for heteroskedasticity and autocorrelation using score function

A.K. Bera, P.T. Ng

Research output: Working paperDiscussion paperOther research output

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

Publication series

NameCentER Discussion Paper
Volume1992-45

Keywords

  • Testing

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