Some simple LM tests against multiple changes of variance in linear regression (Q1397598)
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scientific article; zbMATH DE number 1960665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some simple LM tests against multiple changes of variance in linear regression |
scientific article; zbMATH DE number 1960665 |
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Some simple LM tests against multiple changes of variance in linear regression (English)
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6 August 2003
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heteroscedasticity
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Lagrange multiplier test
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Harrison-McCabe test
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Goldfeld-Quandt test
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