homoskedastic and serially uncorrelated. It extends the Stock and Yogo (2005, Testing for weak instruments in linear IV regression …–Huber–White heteroskedasticity robust estimates, Newey and West (1987, Econometrica 55: 703–708) heteroskedasticity and autocorrelation …

This paper constructs tests for heteroskedasticity in one-way error components models, in line with Baltagi, Bresson … tests for heteroskedasticity in the individual component are shown to be negatively affected by heteroskedasticity in the … remainder component. We derive modified tests that are insensitive to heteroskedasticity in the component not being checked, and …

This paper constructs tests for heteroskedasticity in one-way error components models, in line with Baltagi, Bresson … tests for heteroskedasticity in the individual component are shown to be negatively affected by heteroskedasticity in the … remainder component. We derive modified tests that are insensitive to heteroskedasticity in the component not being checked, and …

extent of over- or underprediction is model validation, a procedure that requires testing over the range of the intended …

on two alternate data sets, reflecting the effects of increased testing of all elements. It then shows how this … additional testing could be optimized by concentrating only on those elements contained in the low-order fault sets which the …

draw that conclusion rests on models and assumptions which are in question for other reasons and are thus worth testing …

with the Bonneville Power Administration, the funding agency, is pursuing this. We are testing the principles of …