The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator

DOI10.1080/03610919008812890zbMath0850.62868OpenAlexW1985817384MaRDI QIDQ4019194

Senyo B.-S. K. Adjibolosoo

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812890

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Point estimation (62F10) Monte Carlo methods (65C05)

Cites Work

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• A comparison of the power of some tests for heteroskedasticity in the general linear model
• Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroscedasticity
• Small Sample Properties of a Class of Two Stage Aitken Estimators
• The Heteroscedastic Linear Model: Exact Finite Sample Results

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