A regression based Lagrange Multiplier statistic that is robust in the presence of heteroskedasticity
By: by Jeffrey M. Wooldridge
Contributors: Massachusetts Institute of Technology. Dept. of Economics
Series: Working paper / Department of Economics -- no. 478; Working paper (Massachusetts Institute of Technology. Dept. of Economics) -- no. 478.
Publisher: Dept. of Economics, Massachusetts Institute of Technology
Published: 1987
Place of publication: Cambridge, MA
Language: eng
Number of pages: 18
Other titles: Heteroskedasticity, a regression based Lagrange Multiplier statistic that is robust in the presence of.
Notes: "May 1987, Revised: December 1987."--p. [3].

Includes bibliographical references.