Simulation-based tests for heteroskedasticity in linear regression models: Some further results

LG Godfrey; CD Orme; JMCS Silva

doi:10.1111/j.1368-423X.2006.00177.x

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Journal article

Simulation-based tests for heteroskedasticity in linear regression models: Some further results

LG Godfrey, CD Orme and JMCS Silva

ECONOMETRICS JOURNAL, Vol.9(1), pp.76-97

01/01/2006

DOI: https://doi.org/10.1111/j.1368-423X.2006.00177.x

Abstract

Social Sciences

Science & Technology

Physical Sciences

Economics

Mathematics

Interdisciplinary Applications

Social Sciences

Mathematical Methods

Statistics & Probability

Business & Economics

Mathematics

Mathematical Methods In Social Sciences

ECONOMICS

MATHEMATICS

INTERDISCIPLINARY APPLICATIONS

SOCIAL SCIENCES

MATHEMATICAL METHODS

STATISTICS & PROBABILITY

bootstrap

distributional assumptions

exact tests

Monte Carlo tests

COVARIANCE-MATRIX

HETEROSCEDASTICITY

VARIABLES

GLEJSER

VALUES

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Title: Simulation-based tests for heteroskedasticity in linear regression models: Some further results
Creators: LG Godfrey
CD Orme
JMCS Silva
Publication Details: ECONOMETRICS JOURNAL, Vol.9(1), pp.76-97
Publisher: WILEY-BLACKWELL
Date published: 01/01/2006
Date submitted: 16/05/2017
Identifiers: 99512722402346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

Simulation-based tests for heteroskedasticity in linear regression models: Some further results

Abstract

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