The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432)

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scientific article; zbMATH DE number 5227180
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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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