Pages that link to "Item:Q1255290"
From MaRDI portal
The following pages link to Testing for multiplicative heteroskedasticity (Q1255290):
Displayed 17 items.
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← 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 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)
- Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)