Bootstrapped White's test for heteroskedasticity in regression models
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Cites work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Econometrics
- Jackknife, bootstrap and other resampling methods in regression analysis
- The bootstrap and Edgeworth expansion
Cited in
(6)- Bootstrap tests for autocorrelation.
- The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors
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- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity
- A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
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