The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator
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Publication:4019194
DOI10.1080/03610919008812890zbMath0850.62868MaRDI QIDQ4019194
Publication date: 16 January 1993
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919008812890
62P20: Applications of statistics to economics
62F03: Parametric hypothesis testing
62F10: Point estimation
65C05: Monte Carlo methods
Cites Work
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- A comparison of the power of some tests for heteroskedasticity in the general linear model
- 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 Heteroscedastic Linear Model: Exact Finite Sample Results