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Global Power of White's Test for Heteroskedasticity

Published online by Cambridge University Press:  18 October 2010

Lonnie Magee
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Type
Solutions
Information
Econometric Theory , Volume 8 , Issue 2 , June 1992 , pp. 309
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

1.Geweke, J. The approximate slopes of econometric tests. Econometrica 49 (1981): 1427–1442.CrossRefGoogle Scholar