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