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The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present

The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present

Thomas W. Epps and Mary Lee Epps
  • 期刊名称Econometrica
  • 作者Thomas W. Epps and Mary Lee Epps
  • 卷第45卷
  • 期第3期
  • 印刷ISSN0012-9682
  • 电子ISSN1468-0262
  • 文件大小289.95KB
  • 发表时间1977-04
  • DOI10.2307/1911687
  • 页码745-754
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