A regression based Lagrange Multiplier statistic that is robust in the presence of heteroskedasticity

Author(s)
Wooldridge, Jeffrey M.
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Massachusetts Institute of Technology. Dept. of Economics
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Description
May 1987, Revised: December 1987.--p. [3]
Date issued
1987
URI
http://hdl.handle.net/1721.1/64149
Publisher
Cambridge, MA : Dept. of Economics, Massachusetts Institute of Technology
Other identifiers
regressionbasedl00wool
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 478
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