Title:

Heteroskedasticity Testing through a Comparison of Wald Statistics

Authors:

José Murteira (U Lisboa, U Coimbra)
Esmeralda Arranhado (U Évora)
Joaquim Ramalho (U Évora)

Journal:

Portuguese Economic Journal

Year:

2013

Volume:

12

Pages:

131-160

JEL code:

C52 - Model Evaluation and Selection