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A study of several new and existing tests for heteroscedasticity in the general linear model
Ali, Mukhtar M.; Giaccotto, Carmelo - In: Journal of Econometrics 26 (1984) 3, pp. 355-373
Persistent link: https://www.econbiz.de/10005285840
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Robustness to nonnormality of the Durbin-Watson test for autocorrelation
Ali, Mukhtar M.; Sharma, Subhash C. - In: Journal of Econometrics 57 (1993) 1-3, pp. 117-136
Persistent link: https://www.econbiz.de/10005239130
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Robustness to nonnormality of regression F-tests
Ali, Mukhtar M.; Sharma, Subhash C. - In: Journal of Econometrics 71 (1996) 1-2, pp. 175-205
Persistent link: https://www.econbiz.de/10005285943
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Testing Slutsky symmetry in systems of linear demand equations
Silver, J. Lew; Ali, Mukhtar M. - In: Journal of Econometrics 41 (1989) 2, pp. 251-266
Persistent link: https://www.econbiz.de/10005192764
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Power and robustness of jackknife and likelihood-ratio tests for grouped heteroscedasticity
Sharma, Subhash C.; Giaccotto, Carmelo - In: Journal of Econometrics 49 (1991) 3, pp. 343-372
Persistent link: https://www.econbiz.de/10005228827