The power and robustness properties of tests for heteroskedasticity when the regressors are trended
Author:
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03610919108812991
Reference37 articles.
1. Adjibolosoo, B. and S.K. 1989.Measuring the Degree of Severity of Heteroskedasticity and the Choice Between the QLS estimator and the 2SAE, Vol. A18, 3451–3482. Communications in Statistics.
2. A procedure foe improving upon the performance of the traditional heteroskedast1c1ty pretest estimator
3. A study of several new and existing tests for heteroscedasticity in the general linear model
4. Bartlett, M.S. 1937.Properties of Sufficiency and Statistical Tests, Vol. 160, 268Proceedtngs of the Royal Soctety.
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