Robust tests for heteroskedasticity and autocorrelation using score function
By: Anil K. Bera, Pin T. Ng
Contributors: Ng, Pin T.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 92-0171; BEBR faculty working paper -- no. 92-0171.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1992
Place of publication: [Urbana, Ill.]
Language: eng
Number of pages: 24
Subjects: Economics
Notes: Includes bibliographical references (p. 23-24).