A Monte Carlo evaluation of the power of some tests for heteroscedasticity
W. E. Griffiths; K. Surekha
| Year of publication: |
1986
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|---|---|
| Authors: | Griffiths, W. E. ; Surekha, K. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 31.1986, 2, p. 219-231
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| Subject: | Statistik | Korrelation und Regression | Monte-Carlo-Methoden | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003565341