Pages that link to "Item:Q760733"
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The following pages link to A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733):
Displaying 16 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- New tests of heteroskedasticity in linear regression model (Q90734) (← links)
- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
- Rank tests in heteroscedastic linear model with nuisance parameters (Q464390) (← links)
- Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model (Q900058) (← links)
- A test for heteroscedasticity and non-normality of regression residuals: a practical approach (Q902677) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
- Approximate power of heteroscedasticity test in nonlinear models with ARIMA(0,1,0) errors (Q2501423) (← links)
- JACKKNIFE TESTS FOR HETEROSCEDASTICITY IN THE GENERAL LINEAR MODEL (Q3489177) (← links)
- Generalized LM tests for functional form and heteroscedasticity (Q3521280) (← links)
- Testing for heteroscedasticity occuring at unknown points (Q3750814) (← links)
- The power and robustness properties of tests for heteroskedasticity when the regressors are trended (Q4019297) (← links)
- Monte Carlo power comparison of seven most commonly used heteroscedasticity tests (Q5082956) (← links)
- Heteroscedasticity testing after outlier removal (Q5861048) (← links)
- Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances (Q6172635) (← links)
