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Power and robustness of jackknife and likelihood-ratio tests for grouped heteroscedasticity

Subhash Sharma () and Carmelo Giaccotto ()

Journal of Econometrics, 1991, vol. 49, issue 3, 343-372

Date: 1991
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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