Keywords
HeteroscedasticityMathematicsMonte Carlo methodApplied mathematicsSimple (philosophy)Score testStatisticsStatistical hypothesis testingEconometrics
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Publication Info
- Year
- 1981
- Type
- article
- Volume
- 15
- Issue
- 3
- Pages
- 311-340
- Citations
- 18
- Access
- Closed
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Cite This
Andrew Harvey,
Garry D.A. Phillips
(1981).
Testing for heteroscedasticity in simultaneous equation models.
Journal of Econometrics
, 15
(3)
, 311-340.
https://doi.org/10.1016/0304-4076(81)90098-1
Identifiers
- DOI
- 10.1016/0304-4076(81)90098-1