Robust tests for heteroskedasticity in the one-way error components model
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Publication:737286
DOI10.1016/j.jeconom.2010.09.010zbMath1441.62814OpenAlexW2000714874MaRDI QIDQ737286
Walter Sosa-Escudero, Gabriel V. Montes-Rojas
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/12023/10/CC%20BY-NC-ND%204.0.pdf
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)
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Uses Software
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