A Heteroskedasticity Test Robust to Conditional Mean Misspecification (Q4006260)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Heteroskedasticity Test Robust to Conditional Mean Misspecification |
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A Heteroskedasticity Test Robust to Conditional Mean Misspecification (English)
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26 September 1992
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heteroskedasticity test
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conditional mean misspecification
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nonparametric kernel regression
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kernel estimation
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nonparametric residual
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regression function misspecification
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asymptotic normality
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extensions of classical \(U\)-statistic theorems
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chi-square distribution
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