The effect of a variance shift on the Breusch-Godfrey's LM test

Author: Hyun Joo-Yeon   Mun Hyeong Ho   Kim Tae-Hwan   Jeong Jinook  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.17, Iss.4, 2010-03, pp. : 399-404

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Abstract