The power and robustness properties of tests for heteroskedasticity when the regressors are trended

DOI10.1080/03610919108812991zbMath0850.62223MaRDI QIDQ4019297

Senyo B.-S. K. Adjibolosoo

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/10.1080/03610919108812991

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

62F03: Parametric hypothesis testing

62F35: Robustness and adaptive procedures (parametric inference)

65C05: Monte Carlo methods

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