Testing heteroscedasticity in partially linear regression models

Efficient inference for regression models requires that heteroscedasticity be taken into account if it exists. For partially linear regression models, however, the problem of detecting heteroscedasticity has received very little attention. The aim of this paper is to propose a test of heteroscedasticity for partially linear regression models.

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Year of publication:	2005
Authors:	You, Jinhong ; Chen, Gemai
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 73.2005, 1, p. 61-70
Publisher:	Elsevier
Keywords:	Partially linear regression model Heteroscedastic errors Asymptotic normality Hypothesis testing

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005211790