A further class of tests for heteroscedasticity
Year of publication: |
1988
|
---|---|
Authors: | Evans, Merran A. ; King, Maxwell L. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 37.1988, 2, p. 265-276
|
Subject: | Statistik | Korrelation und Regression | Schätz- und Testmethodik | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
-
Kariya, Takeaki, (1982)
-
Statistics of Heteroscedastic Extremes
Einmahl, John H. J., (2014)
-
White heteroscedasticty testing after outlier removal
Berenguer-Rico, Vanessa, (2018)
- More ...
-
The Durbin-Watson test and cross-sectional data : received 10.10.1984
King, Maxwell L., (1985)
-
A joint test for serial correlation and heteroscedasticity
King, Maxwell L., (1984)
-
A point optimal test for heteroscedastic disturbances
Evans, Merran A., (1985)
- More ...