Pages that link to "Item:Q1255290"

The following pages link to Testing for multiplicative heteroskedasticity (Q1255290):

Displaying 27 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative (Q356647) (← links)
• A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
• A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
• A nonparametric measure of heteroskedasticity (Q830680) (← links)
• Model specification tests. A simultaneous approach (Q1053408) (← links)
• Testing for heteroscedasticity in simultaneous equation models (Q1154208) (← links)
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
• Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters (Q1265790) (← links)
• A statistical assessment of Buchanan's vote in Palm Beach county (Q1429031) (← links)
• Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
• Applying estimated score tests in econometrics (Q1918129) (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046) (← links)
• Testing the equality of the variances of two linear models (Q3928852) (← links)
• The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) (← links)
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (Q4031295) (← links)
• The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599) (← links)
• On the corrections to information matrix tests (Q4355143) (← links)
• An improved lagrange multiplier test for heteroskedasticity (Q4861309) (← links)
• A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (Q4917235) (← links)
• Monte Carlo power comparison of seven most commonly used heteroscedasticity tests (Q5082956) (← links)
• A new test to detect monotonic and non-monotonic types of heteroscedasticity (Q5138537) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• RCEV heteroscedasticity test based on the studentized residuals (Q5866065) (← links)
• Calibration of Inexact Computer Models with Heteroscedastic Errors (Q6109149) (← links)