Testing for heteroscedasticity in a dynamic simultaneous equation model
type: Item
instance of: scholarly article
title: Testing for heteroscedasticity in a dynamic simultaneous equation model
zbMATH Open document ID: 0574.62060
DOI: 10.1080/03610928508828976
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 3917481
zbMATH Keywords: Studentized Lagrange multiplier test
zbMATH Keywords: error variances
zbMATH Keywords: heteroscedasticity
zbMATH Keywords: dynamic simultaneous equation model
zbMATH Keywords: normal and non- normal errors
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610928508828976
OpenAlex ID: W2070788037
published in: Communications in Statistics: Theory and Methods
description: scientific article