The effect of a variance shift on the Breusch-Godfrey's LM test
Joo-Yeon Hyun; Hyeong Ho Mun; Tae-Hwan Kim and Jinook Jeong
| Year of publication: |
2010
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|---|---|
| Authors: | Hyun, Joo-Yeon ; Mun, Hyeong Ho ; Kim, Tae-hwan ; Jeong, Jinook |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 4/6, p. 399-404
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| Subject: | Schätzung | Estimation | Varianzanalyse | Analysis of variance | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003979503