Pages that link to "Item:Q1164334"

The following pages link to A note on Studentizing a test for heteroscedasticity (Q1164334):

Displaying 29 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
• Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
• Resurrecting weighted least squares (Q506038) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• A nonparametric model for analysis of the EURO bond market (Q951348) (← links)
• Tree-structured model diagnostics for linear regression (Q1009312) (← links)
• Model specification tests. A simultaneous approach (Q1053408) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• Testing for skewness of regression disturbances (Q1184948) (← links)
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• A statistical assessment of Buchanan's vote in Palm Beach county (Q1429031) (← links)
• Glejser's test revisited (Q1580345) (← links)
• Tests of specification for parametric and semiparametric models (Q1801421) (← links)
• Testing variances in wavelet regression models (Q1812044) (← links)
• Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
• Misspecification tests and their uses in econometrics (Q1918128) (← links)
• Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• LM tests of spatial dependence based on bootstrap critical values (Q2343760) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• New testing approaches for mean-variance predictability (Q2658802) (← links)
• Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials (Q2691641) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• STUDENTIZED PARTIAL SCORE TESTS FOR VARIANCES IN LONGITUDINAL DATA (Q2874057) (← links)
• Flow complexity in open systems: interlacing complexity index based on mutual information (Q4594151) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)