A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
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Publication:3625314
DOI10.1080/03610910701883809zbMath1160.62335MaRDI QIDQ3625314
Publication date: 12 May 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910701883809
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- The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors