Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances (Q6172635)
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scientific article; zbMATH DE number 7714535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances |
scientific article; zbMATH DE number 7714535 |
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Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances (English)
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20 July 2023
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bootstrap
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heteroskedasticity test
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Monte Carlo simulation
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normality
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power
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test size
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