A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Simple Test for Heteroscedasticity and Random Coefficient Variation |
scientific article |
Statements
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1287
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September 1979
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1979
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A Simple Test for Heteroscedasticity and Random Coefficient Variation (English)
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heteroscedastic disturbances
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linear regression model
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Lagrangian multiplier test
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random coefficient specifications
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ordinary least squares
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