Testing for heteroscedasticity in simultaneous equation models (Q1154208)
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scientific article; zbMATH DE number 3727476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for heteroscedasticity in simultaneous equation models |
scientific article; zbMATH DE number 3727476 |
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Testing for heteroscedasticity in simultaneous equation models (English)
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1981
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testing heteroscedasticity
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simultaneous equation models
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approximate tests
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Goldfeld-Quandt tests
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exact tests
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Lagrangian multiplier test
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