On the application of robust, regression- based diagnostics to models of conditional means and conditional variances

Author:

Wooldridge Jeffrey M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference41 articles.

1. Model specification tests: A simultaneous approach;Bera;Journal of Econometrics,1982

2. Consistent autoregressive spectral estimates;Berk;Annals of Statistics,1974

3. Quasi-maximum likelihood estimation of dynamic models with time-varying covariances;Bollerslev,1988

4. A simple test for heteroskedasticity and random coefficient variation;Breusch;Econometrica,1979

5. The Lagrange multiplier statistic and its application to model specification in econometrics;Breusch;Review of Economic Studies,1980

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