The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432)
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scientific article; zbMATH DE number 5227180
Language | Label | Description | Also known as |
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English | The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors |
scientific article; zbMATH DE number 5227180 |
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The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (English)
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16 January 2008
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non independence of explanatory variables and error terms
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White's test
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tables
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