Pages that link to "Item:Q5436432"

The following pages link to The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432):

Displaying 8 items.

• A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
• Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
• The size bias of White's information matrix test (Q899966) (← links)
• Bootstrapped White's test for heteroskedasticity in regression models (Q1292331) (← links)
• A note on bootstrapped White's test for heteroskedasticity in regression models (Q1934147) (← links)
• A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (Q3625314) (← links)
• Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
• The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← links)