DOI QR코드

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Testing for Grouped Heteroscedasticity in Linear Regression Model

  • 발행 : 2004.12.01

초록

This paper consider the testing problem of grouped heteroscedasticity in the linear regression model. We provide the Lagrange Multiplier(LM), Wald, Likelihood Ratio (LR) test statistis for testing of grouped heteroscedasticity. Monte Carlo experiments are conducted to study the performance of these tests.

키워드

참고문헌

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