Recommendations
- Robustifying Glejser test of heteroskedasticity
- Robust Testing Procedures in Heteroscedastic Linear Models
- The robustness, reliabiligy and power of heteroskedasticity tests
- Heteroskedasticity–robust tests with minimum size distortion
- A Heteroskedasticity Test Robust to Conditional Mean Misspecification
- Robust tests for heteroskedasticity in the one-way error components model
Cites work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Approximate Power Functions for Some Robust Tests of Regression Coefficients
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Asymptotic inference under heteroskedasticity of unknown form
- Heteroskedasticity-robust inference in finite samples
- Heteroskedasticity–robust tests with minimum size distortion
- Higher order properties of the wild bootstrap under misspecification
- Resurrecting weighted least squares
- The wild bootstrap, tamed at last
Cited in
(7)- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
- Bootstrapping the Hausman test in panel data models
- Residual bootstrap tests in linear models with many regressors
- Heteroskedasticity-robust inference in finite samples
- A robust bootstrap test under heteroskedasticity
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
- Heteroskedasticity–robust tests with minimum size distortion
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