An asymmetric least squares test of heteroscedasticity

Author(s)
Newey, Whitney K.; Powell, James
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Date issued
1984
URI
http://hdl.handle.net/1721.1/63293
Publisher
Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology
Other identifiers
asymmetricleasts00newe
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 337
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