Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
DOI10.1080/03610928908830101zbMATH Open0696.62274OpenAlexW2085840830MaRDI QIDQ3474058FDOQ3474058
Authors: Senyo B.-S. K. Adjibolosoo 
Publication date: 1989
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908830101
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Cites Work
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- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals
- Estimation of regression coefficients after a preliminary test for homoscedasticity
- Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroscedasticity
- Small Sample Properties of a Class of Two Stage Aitken Estimators
- The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present
- The Heteroscedastic Linear Model: Exact Finite Sample Results
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