The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors
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Publication:5436432
DOI10.1080/03610910701569499zbMath1126.62058OpenAlexW2088540156MaRDI QIDQ5436432
Publication date: 16 January 2008
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910701569499
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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Inference about clustering and parametric assumptions in covariance matrix estimation ⋮ A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
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- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
- The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models
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