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Here is an outline of the LM tests for Heteroskedasticity:
Posted by Mark Thoma on Wednesday, January 14, 2009 at 04:52 PM in Review, Winter 2009 | Permalink
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Woul you have a similar explanation for the breush-pagan test for heteroskedasticity?
Saturday, May 23, 2009 at 04:10 AM
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