Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity |
scientific article |
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Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (English)
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12 December 2018
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heteroskedasticity
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kernel
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kurtosis
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skewness
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specification testing
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heavy-tailed data
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nonparametric kernel-based specification test
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regressors
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