A joint test for serial correlation and heteroscedasticity
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Publication:375003
DOI10.1016/0165-1765(84)90179-4zbMath1273.62270OpenAlexW2091870050MaRDI QIDQ375003
Merran A. Evans, Maxwell L. King
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(84)90179-4
Related Items (3)
Joint one-sided tests of linear regression coefficients ⋮ A joint test for serial correlation and heteroscedasticity ⋮ Model selection using AIC in the presence of one-sided information
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- TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES
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