Hostname: page-component-78c5997874-dh8gc Total loading time: 0 Render date: 2024-11-05T08:02:19.224Z Has data issue: false hasContentIssue false
  • English
  • Français

The Exact Distribution of the Lagrange Multiplier Test for Heteroskedasticity

Published online by Cambridge University Press:  11 February 2009

R.W. Farebrother
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Information
Econometric Theory , Volume 11 , Issue 4 , August 1995 , pp. 803 - 804
Copyright
Copyright © Cambridge University Press 1995

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Farebrother, R.W. (1990) The distribution of a quadratic form in normal variables. Applied Statistics 39, 294–309.10.2307/2347778CrossRefGoogle Scholar
Farebrother, R.W. (1995) A critique of recent methods for computing the distribution of the Durbin-Watson and other invariant test statistics. Statistische Hefte 34, forthcoming.Google Scholar