Joint LM Test for Homoskedasticity in a One-Way Error Component Model
Author(s) -
Badi H. Baltagi,
Georges Bresson,
Alain Pirotte
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1815223
Subject(s) - homoscedasticity , component (thermodynamics) , joint (building) , test (biology) , computer science , econometrics , engineering , mathematics , structural engineering , geology , heteroscedasticity , physics , paleontology , thermodynamics
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