An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function.

DOI10.1016/S0165-1889(01)00076-8zbMath1033.91036OpenAlexW2056195527MaRDI QIDQ1605198

David A. Belsley

Publication date: 15 July 2002

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(01)00076-8

zbMATH Keywords

Monte Carloestimatorheteroskedasticitycorrective methods

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models, Tests for regression models with heteroskedasticity of unknown form

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
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