The power and robustness properties of tests for heteroskedasticity when the regressors are trended
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Publication:4019297
DOI10.1080/03610919108812991zbMath0850.62223OpenAlexW1981792362MaRDI QIDQ4019297
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/10.1080/03610919108812991
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
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