Testing for linear and log-linear regressions with heteroscedasticity

DOI10.1016/0165-1765(84)90143-5zbMath1273.62286OpenAlexW2066142152WikidataQ127351646 ScholiaQ127351646MaRDI QIDQ374967

Yiu Kuen Tse

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(84)90143-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (2)

Generalized LM tests for functional form and heteroscedasticity ⋮ Double-length regressions for the Box--Cox difference model with heteroskedasticity or autocorrelation

Cites Work

• A Simple Test for Heteroscedasticity and Random Coefficient Variation
• A simple derivation of the limited information maximum likelihood estimator
• Small sample properties of alternative forms of the Lagrange multiplier test
• Joint estimation and testing for functional form and heteroskedasticity
• Testing Linear and Log-Linear Regressions for Functional Form
• Karhunen-Loeve Analysis of Historical Time Series With an Application to Plantation Births in Jamaica

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