Pages that link to "Item:Q1915472"
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The following pages link to Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472):
Displaying 10 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
- Glejser's test revisited (Q1580345) (← links)
- Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity (Q3497819) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- Score tests for scale effects, with application to genomic analysis (Q6628157) (← links)
