Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae-Reference-Cited by-同舟云学术

Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae

Published:1989-01 Issue:9 Volume:18 Page:3451-3462
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Senyo B,Adjibolosoo S. K.

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610928908830101

Reference17 articles.

1. Adjibolosoo, B. S. K. 1988. “Smoothing the Pretest Estimator: A Monte Carlo Study for Heteroskedasticity”. Unpublished Ph.D Dissertation, Dept. of Economics, Simon Fraser University, Burnaby

2. A Simple Test for Heteroscedasticity and Random Coefficient Variation

3. The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity when Both Problems Are Present

4. Goldfeld, S. M. and Quandt, R. E. 1972. “Nonlinear Methods in Econometrics”. Amsterdam, North-Holland

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