Pages that link to "Item:Q90685"
From MaRDI portal
The following pages link to A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685):
Displaying 50 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
- New tests of heteroskedasticity in linear regression model (Q90734) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- skedastic (Q90775) (← links)
- Test for randomness of the technology parameter in a stochastic frontier regression model (Q257563) (← links)
- Optimal weighted average power similar tests for the covariance structure in the linear regression model (Q261899) (← links)
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- Heteroscedasticity detection and estimation with quantile difference method (Q328092) (← links)
- A regression model of the heteroscedastic error variance (Q356655) (← links)
- Efficient specification tests for limited dependent variable models (Q373764) (← links)
- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
- Testing for linear and log-linear regressions with heteroscedasticity (Q374967) (← links)
- Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
- Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968) (← links)
- Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance (Q613742) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing (Q734559) (← links)
- Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
- A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
- A general approach to Lagrange multiplier model diagnostics (Q801625) (← links)
- Testing heteroscedasticity by wavelets in a nonparametric regression model (Q867776) (← links)
- Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model (Q900058) (← links)
- Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market (Q901502) (← links)
- A test for heteroscedasticity and non-normality of regression residuals: a practical approach (Q902677) (← links)
- Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
- Tree-structured model diagnostics for linear regression (Q1009312) (← links)
- Nonlinear dynamics in Nasdaq dealer quotes (Q1010569) (← links)
- Testing heteroscedasticity in nonparametric regression models based on residual analysis (Q1032780) (← links)
- Model specification tests. A simultaneous approach (Q1053408) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Stochastic specification and estimation of share equation systems (Q1094072) (← links)
- Testing the normality assumption in multivariate simultaneous limited dependent variable models (Q1099569) (← links)
- Testing the adequacy of smooth transition autoregressive models (Q1126494) (← links)
- Small samples and collateral information. An application of the hyperparameter model (Q1142004) (← links)
- Testing for heteroscedasticity in simultaneous equation models (Q1154208) (← links)
- A note on Studentizing a test for heteroscedasticity (Q1164334) (← links)
- Testing for skewness of regression disturbances (Q1184948) (← links)
- Rank tests for testing randomness of a regression coefficient in a linear regression model (Q1185340) (← 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)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- A measure of economic efficiency using returns to scale (Q1389463) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Glejser's test revisited (Q1580345) (← links)
