ROBUSTNESS OF SOME STANDARD TEST FOR AUTOCORRELATION AND HETEROSKEDASTICITY WHEN BOTH PROBLEMS ARE PRESENT

被引：25

作者：

EPPS, TW ^{[1
]}

EPPS, ML ^{[1
]}

机构：

[1] UNIV VIRGINIA,CHARLOTTESVILLE,VA 22904

来源：

ECONOMETRICA | 1977年 / 45卷 / 03期

关键词：

D O I：

10.2307/1911687

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：745 / 753

页数：9

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