On the use of a proxy variable in the test for homoscedasticity

DOI10.1016/0165-1765(85)90171-5zbMath1273.91368OpenAlexW1998063857MaRDI QIDQ375109

Sumio Kakimoto, Kazuhiro Ohtani

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(85)90171-5

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances ⋮ Some sampling properties of the two-stage test in a linear regression with a proxy variable

Cites Work

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• A note on the use of a proxy variable in testing hypothesis
• MSE dominance of least squares with errors-of-observation
• Some Properties of Tests for Specification Error in a Linear Regression Model
• Relative Asymptotic Bias from Errors of Omission and Measurement
• A Note on the Use of Proxy Variables

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