New tests of heteroskedasticity in linear regression model

DOI10.1007/s10986-007-0018-6zbMath1266.62016OpenAlexW2004725078MaRDI QIDQ90734

Alfredas Račkauskas, D. Zuokas, D. Zuokas, Alfredas Račkauskas

Publication date: July 2007

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-007-0018-6

zbMATH Keywords

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items (1)

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Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Off-line testing for a changed segment in the sample variance
• Weak convergence of smoothed empirical process in Hölder spaces
• Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
• A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models
• Simulation‐based tests for heteroskedasticity in linear regression models: Some further results

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