A note on bootstrapped White's test for heteroskedasticity in regression models

DOI10.1016/J.ECONLET.2007.02.017zbMATH Open1255.62109OpenAlexW2026365743MaRDI QIDQ1934147FDOQ1934147

Authors: Masakazu Ando, Jiro Hodoshima 

Publication date: 28 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.02.017

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Cites Work

• Title not available (Why is that?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Bootstrapped White's test for heteroskedasticity in regression models

Cited In (3)

• The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors
• Bootstrapped White's test for heteroskedasticity in regression models
• A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models

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