Testing for heteroscedasticity in a dynamic simultaneous equation model (Q3692646)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for heteroscedasticity in a dynamic simultaneous equation model |
scientific article |
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Testing for heteroscedasticity in a dynamic simultaneous equation model (English)
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1985
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Studentized Lagrange multiplier test
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error variances
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heteroscedasticity
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dynamic simultaneous equation model
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normal and non- normal errors
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