Title

Testing for Linear and Log-Linear Regressions with Heteroscedasticity

Publication Type

Journal Article

Publication Date

1984

Abstract

This paper considers the problem of jointly testing for linear and log-linear regressions with heteroscedasticity. Lagrange multiplier tests are suggested; which do not require the heteroscedastic structures to be specified and are computationally easier than likelihood ratio tests.

Discipline

Econometrics

Research Areas

Econometrics

Publication

Economics Letters

Volume

16

Issue

1-2

First Page

63

Last Page

69

ISSN

0165-1765

Identifier

10.1016/0165-1765(84)90143-5

Publisher

Elsevier

Additional URL

http://dx.doi.org/10.1016/0165-1765(84)90143-5

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