Simulation-based tests for heteroskedasticity in linear regression models : some further results
L G. Godfrey, C. D. Orme and J. M. C. Santos Silva
| Year of publication: |
2006
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|---|---|
| Authors: | Godfrey, L. G. ; Orme, Chris D. ; Silva, João Santos |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 9.2006, 1, p. 76-97
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| Subject: | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003320202