A Simple Test for Heteroscedasticity and Random Coefficient Variation

Cited In (only showing first 100 items - show all)

A consistent test for heteroscedasticity in nonparametric regression based on the kernel method
Test for randomness of the technology parameter in a stochastic frontier regression model
Tree-structured model diagnostics for linear regression
Model specification tests. A simultaneous approach
Testing error heterogeneity in censored linear regression
Optimal weighted average power similar tests for the covariance structure in the linear regression model
Some results on the Glejser and Koenker tests for heteroskedasticity
Testing for heteroskedasticity and spatial correlation in a random effects panel data model
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
Empirical smoothing lack-of-fit tests for variance function
Assessing the Adequacy of Variance Function in Heteroscedastic Regression Models
Joint LM test for homoskedasticity in a one-way error component model
Testing the normality assumption in multivariate simultaneous limited dependent variable models
Testing the adequacy of smooth transition autoregressive models
Misspecification tests and their uses in econometrics
Glejser's test revisited
Rank tests for testing randomness of a regression coefficient in a linear regression model
Monotonic improved critical values for two \(\chi^{2}\) asymptotic criteria
Testing heteroscedasticity in partially linear regression models
Testing for heteroskedasticity and serial correlation in a random effects panel data model
Testing for unit root processes in random coefficient autoregressive models
Testing heteroscedasticity by wavelets in a nonparametric regression model
Robust tests for heteroskedasticity in the one-way error components model
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Testing constancy of the error covariance matrix in vector models
Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
Shrinkage and LASSO strategies in high-dimensional heteroscedastic models
Testing for heteroscedasticity occuring at unknown points
Rank tests in heteroscedastic linear model with nuisance parameters
Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance
A measure of economic efficiency using returns to scale
Heteroscedasticity detection and estimation with quantile difference method
Rapid penalized likelihood-based outlier detection via heteroskedasticity test
Joint modelling of location and scale parameters of the t distribution
Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
Testing for conditional heteroskedasticity with misspecified alternative hypotheses
Testing heteroscedasticity in nonlinear and nonparametric regressions
Scan statistics for detecting high-variance clusters
On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
Stochastic specification and estimation of share equation systems
Tests of specification for parametric and semiparametric models
Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
A new bivariate beta distribution
The significance of testing empirical non-nested models
A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test
New tests of heteroskedasticity in linear regression model
skedastic
Profiling heteroscedasticity in linear regression models
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
GMM estimation of spatial autoregressive models with unknown heteroskedasticity
Dynamic nonlinear modelization of operational supply chain systems
A regression model of the heteroscedastic error variance
Minimum distance conditional variance function checking in heteroscedastic regression models
A study of several new and existing tests for heteroscedasticity in the general linear model
A robust test for homoscedasticity in nonparametric regression
The Box-Cox transformation: review and extensions
Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model
Efficient specification tests for limited dependent variable models
Locally optimal one-sided tests for multiparameter hypotheses
A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity
Testing for linear and log-linear regressions with heteroscedasticity
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
Resurrecting weighted least squares
Testing strategies for model specification
Testing variances in wavelet regression models
A general approach to Lagrange multiplier model diagnostics
A note on Studentizing a test for heteroscedasticity
High-dimensional heteroscedastic regression with an application to eQTL data analysis
Testing parameter constancy in linear models against stochastic stationary parameters
Khmaladze transformation of integrated variance processes with applications to goodness-of-fit testing
Testing heteroscedasticity in nonparametric regression models based on residual analysis
Generalized autoregressive conditional heteroscedasticity
Testing for heteroskedasticity in fixed effects models
Exact tests of the stability of the Phillips curve: the Canadian case
ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS
Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
An improved lagrange multiplier test for heteroskedasticity
Testing for Slope Heterogeneity Bias in Panel Data Models
Estimation and inference of the vector autoregressive process under heteroscedasticity
Score Test for Homogeneity of Variances in Longitudinal Time Series Via Wavelets
WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL
The power and robustness properties of tests for heteroskedasticity when the regressors are trended
A homoscedasticity test for the accelerated failure time model
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function.
Operational research techniques in medical treatment and diagnosis: A review
Old-age care prevalence in Switzerland: drivers and future development
Testing for heteroskedasticity and spatial correlation in a two way random effects model
Heteroscedasticity testing after outlier removal
A conditionally heteroskedastic binary choice model for macro-financial time series
The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes
Heteroscedasticity test when the covariables are functionals
Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
RCEV heteroscedasticity test based on the studentized residuals
Instability of inverse probability weighting methods and a remedy for nonignorable missing data
NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY
Trial arm outcome variance difference after dropout as an indicator of missing-not-at-random bias in randomized controlled trials
Detection of latent heteroscedasticity and group-based regression effects in linear models via Bayesian model selection
An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances

This page was built for publication: A Simple Test for Heteroscedasticity and Random Coefficient Variation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q90685)