Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model
Year of publication: |
1988
|
---|---|
Authors: | Maekawa, Koichi |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 1.1988, p. 37-41
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Edgeworth Expansion for the OLS Estimator in a Time Series Regression Model
Maekawa, Koichi, (1985)
-
Estimating break points in a time series regression with structural changes
Maekawa, Koichi, (2004)
-
Jump diffusion model with application to the Japanese stock market
Maekawa, Koichi, (2008)
- More ...