Pages that link to "Item:Q1915472"
From MaRDI portal
The following pages link to Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472):
Displaying 15 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Glejser's test revisited (Q1580345) (← links)
- Kernel-based testing with skewed and heavy-tailed data: evidence from a nonparametric test for heteroskedasticity (Q1629608) (← links)
- Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity (Q3497819) (← links)
- Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
- The robustness, reliabiligy and power of heteroskedasticity tests (Q4246596) (← links)
- The Hausman Test, and Some Alternatives, with Heteroskedastic Data (Q5133594) (← links)
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)
- A Generalized Levene's Scale Test for Variance Heterogeneity in the Presence of Sample Correlation and Group Uncertainty (Q6056308) (← links)
- Score tests for scale effects, with application to genomic analysis (Q6628157) (← links)
