Bootstrapped White's test for heteroskedasticity in regression models

DOI10.1016/S0165-1765(99)00036-1zbMath0923.90036MaRDI QIDQ1292331

Jinook Jeong, Kyoungwoo Lee

Publication date: 21 June 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

bootstrappowerheteroskedasticityWhite's test

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (4)

A note on bootstrapped White's test for heteroskedasticity in regression models ⋮ The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors ⋮ Bootstrap tests for autocorrelation. ⋮ A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• Jackknife, bootstrap and other resampling methods in regression analysis
• The bootstrap and Edgeworth expansion
• Econometrics

This page was built for publication: Bootstrapped White's test for heteroskedasticity in regression models