A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (Q3625314)

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A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
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    A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (English)
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    12 May 2009
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    asymmetric distribution
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    bootstrap
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    monotonicity of power
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    unbiasedness
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    tables
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