Pages that link to "Item:Q1847125"

The following pages link to A comparison of the power of some tests for heteroskedasticity in the general linear model (Q1847125):

Displaying 17 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative (Q356647) (← links)
• A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
• Recursive stability analysis of linear regression relationships. An exploratory methodology (Q1051384) (← links)
• Linear unbiased approximators of the disturbances in the standard linear model (Q1059962) (← links)
• Stochastic specification and estimation of share equation systems (Q1094072) (← links)
• Testing for heteroscedasticity in simultaneous equation models (Q1154208) (← links)
• Testing for functional misspecification in regression analysis (Q1238385) (← links)
• Recursions for the two-stage least-squares estimators (Q1247154) (← links)
• Testing for multiplicative heteroskedasticity (Q1255290) (← links)
• Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
• Testing for heteroscedasticity occuring at unknown points (Q3750814) (← links)
• Estimating switching regressions: a computational note (Q3870266) (← links)
• The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator (Q4019194) (← links)
• The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) (← links)
• Residuals in tests for adequacy of regression relationships (Q4170108) (← links)
• The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)