Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788): Difference between revisions

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+MaRDI publication profile
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+A note on a heteroscedastic model
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
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+Testing for conditional heteroskedasticity with misspecified alternative hypotheses
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+Implicit Alternatives and the Local Power of Test Statistics
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+Q4802629
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+Testing for multiplicative heteroskedasticity
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+Some results on the Glejser and Koenker tests for heteroskedasticity
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+A heteroscedasticity-consistent covariance matrix estimator for time series regressions
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+A note on Studentizing a test for heteroscedasticity
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+Diagnostic tests as residual analysis
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+Diagnostic testing and evaluation of maximum likelihood models
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+A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity
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+Tests of specification for parametric and semiparametric models
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+Nonlinear Regression on Cross-Section Data
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Q4029493
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+Nonlinear Regression with Dependent Observations
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+On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
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