The robustness, reliabiligy and power of heteroskedasticity tests
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Cites work
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- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- A comparison of the power of some tests for heteroskedasticity in the general linear model
- An asymptotic expansion for the null distribution of the efficient score statistic
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- On bartlett and bartlett-type corrections francisco cribari-neto
- On the corrections to information matrix tests
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Some results on the Glejser and Koenker tests for heteroskedasticity
- Testing for multiplicative heteroskedasticity
- Testing hypotheses with estimated scores
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
Cited in
(30)- Robust Testing Procedures in Heteroscedastic Linear Models
- Test of random subject effects in heteroskedastic linear models
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results
- A study of several new and existing tests for heteroscedasticity in the general linear model
- scientific article; zbMATH DE number 5251887 (Why is no real title available?)
- scientific article; zbMATH DE number 1833977 (Why is no real title available?)
- JACKKNIFE TESTS FOR HETEROSCEDASTICITY IN THE GENERAL LINEAR MODEL
- Robustifying Glejser test of heteroskedasticity
- CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
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- The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors
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- New tests of heteroskedasticity in linear regression model
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- Hajek Inequalities, Measures of Leverage and the Size of Heteroskedasticity Robust Wald Tests
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
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- Glejser's test revisited
- A robust bootstrap test under heteroskedasticity
- Testing for multivariate heteroscedasticity
- The Hausman Test, and Some Alternatives, with Heteroskedastic Data
- Generalized LM tests for functional form and heteroscedasticity
- Heteroskedasticity–robust tests with minimum size distortion
- Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity
- A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
- A comparison of the power of some tests for conditional heteroscedasticity
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