The power and robustness properties of tests for heteroskedasticity when the regressors are trended

DOI10.1080/03610919108812991zbMath0850.62223OpenAlexW1981792362MaRDI QIDQ4019297

Senyo B.-S. K. Adjibolosoo

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919108812991

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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