A regression based Lagrange Multiplier statistic that is robust in the presence of heteroskedasticity
Name
regressionbasedl00wool.pdf
Size
1.2 MB
Format
Adobe PDF
Checksum (MD5)
1d141995848e91e8daf98235725c5869
Author(s)
Wooldridge, Jeffrey M.
Date Issued
1987
Publisher
Cambridge, MA : Dept. of Economics, Massachusetts Institute of Technology
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 478
Description
May 1987, Revised: December 1987.--p. [3]
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