Testing the Error Components Model with Non-Normal Disturbances (Q3725412)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the Error Components Model with Non-Normal Disturbances |
scientific article |
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Testing the Error Components Model with Non-Normal Disturbances (English)
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1985
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limit distribution
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Breusch-Pagan tests
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Lagrange multiplier test
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robustness
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LM test
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error components model
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non-normal disturbances
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heteroscedasticity
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0.91736346
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0.8772403
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0.8628493
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0.8620971
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0.85925597
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0.8573175
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