Testing for Linear and Log-Linear Regressions with Heteroscedasticity

Testing for Linear and Log-Linear Regressions with Heteroscedasticity

This paper considers the problem of jointly testing for linear and log-linear regressions with heteroscedasticity. Lagrange multiplier tests are suggested; which do not require the heteroscedastic structures to be specified and are computationally easier than likelihood ratio tests.

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書目詳細資料
主要作者:	TSE, Yiu Kuen
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 1984
主題:	Econometrics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/172
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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