Luigi Grossi, Fabrizio Laurini. A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity. Computational Statistics & Data Analysis, 53(6):2251-2263, 2009. [doi]
@article{GrossiL09, title = {A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity}, author = {Luigi Grossi and Fabrizio Laurini}, year = {2009}, doi = {10.1016/j.csda.2008.09.018}, url = {http://dx.doi.org/10.1016/j.csda.2008.09.018}, tags = {testing}, researchr = {https://researchr.org/publication/GrossiL09}, cites = {0}, citedby = {0}, journal = {Computational Statistics & Data Analysis}, volume = {53}, number = {6}, pages = {2251-2263}, }