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Title:
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A regression based Lagrange Multiplier statistic that is robust in the presence of heteroskedasticity |
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Author:
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Wooldridge, Jeffrey M. |
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Other Contributors:
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Massachusetts Institute of Technology. Dept. of Economics |
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Publisher:
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Cambridge, MA : Dept. of Economics, Massachusetts Institute of Technology |
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Issue Date:
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1987 |
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Description:
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May 1987, Revised: December 1987.--p. [3] |
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URI:
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http://hdl.handle.net/1721.1/64149
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Other Identifiers:
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regressionbasedl00wool |
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Series/Report no.:
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Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 478 |