A regression based Lagrange Multiplier statistic that is robust in the presence of heteroskedasticity
May 1987, Revised: December 1987.--p. [3]
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| Format: | Working Paper |
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Cambridge, MA : Dept. of Economics, Massachusetts Institute of Technology
2011
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| Online Access: | http://hdl.handle.net/1721.1/64149 |
| Summary: | May 1987, Revised: December 1987.--p. [3] |
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