Robust tests for heteroskedasticity in the one-way error components model
Year of publication: |
2011
|
---|---|
Authors: | Montes-Rojas, Gabriel ; Sosa Escudero, Walter |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 2, p. 300-310
|
Subject: | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | Robustes Verfahren | Robust statistics |
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