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Some results on the Glejser and Koenker tests for heteroskedasticity
Godfrey, Leslie G. - In: Journal of Econometrics 72 (1996) 1-2, pp. 275-299
Persistent link: https://www.econbiz.de/10005228656
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Testing for multiplicative heteroskedasticity
Godfrey, Leslie G. - In: Journal of Econometrics 8 (1978) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10005285485
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Hausman tests for autocorrelation in the presence of lagged dependent variables Some further results
Godfrey, Leslie G. - In: Journal of Econometrics 82 (1998) 2, pp. 197-207
Persistent link: https://www.econbiz.de/10005285540