This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

A note on studentizing a test for heteroscedasticity

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Koenker, Roger
Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.sciencedirect.com/science/article/B6VC0-4582HM5-3J/2/8c2654c77d3be37d29a23a0801c44eac
File Format:
File Function:
Download Restriction: Full text for ScienceDirect subscribers only

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 17 (1981)
Issue (Month): 1 (September)
Pages: 107-112
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:econom:v:17:y:1981:i:1:p:107-112

Contact details of provider:
Web page: http://www.elsevier.com/locate/jeconom

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research
Keywords:

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Marie Lebreton & Anne Peguin-feissolle, 2007. "Robust Tests for Heteroscedasticity in a general Framework," Annales d'Economie et de Statistique, ADRES, issue 85, pages 07, Janvier-M. [Downloadable!]
  2. Steiner, Bodo, 2002. "The Valuation Of Labelling Attributes In A Wine Market," 2002 Annual meeting, July 28-31, Long Beach, CA 19718, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  3. Z. L. Yang Y. K. Tse, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Australasian Meetings 302, Econometric Society. [Downloadable!]
    Other versions:
  4. Francisco Cribari-Neto, 1996. "On the Corrections to Information Matrix Tests," Econometrics 9601001, EconWPA. [Downloadable!]
  5. Pedro Delicado & Juan Romo, 1998. "Constant Coefficient Tests for Random Coefficient Regression," Economics Working Papers 329, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  6. Ordás Criado, Carlos & Valente, Simone & Stengos, Thanasis, 2009. "Growth and the pollution convergence hypothesis: A nonparametric approach," MPRA Paper 17492, University Library of Munich, Germany. [Downloadable!]
    Other versions:
  7. Kathleen M. Day & R. Quentin Grafton, 2002. "Growth and the Environment in Canada: An Empirical Analysis," Economics and Environment Network Working Papers 0207, Australian National University, Economics and Environment Network. [Downloadable!]
  8. Iris Claus, 2000. "Is the output gap a useful indicator of inflation?," Reserve Bank of New Zealand Discussion Paper Series DP2000/05, Reserve Bank of New Zealand. [Downloadable!]
  9. Kermit Daniel & Dan Black & Jeffery Smith, 1996. "College Characteristics and the Wages of Young Women," HEW 9604002, EconWPA. [Downloadable!]
  10. Jørgen Lauridsen & Reinhold Kosfeld, 2007. "Spatial cointegration and heteroscedasticity," Journal of Geographical Systems, Springer, vol. 9(3), pages 253-265, September. [Downloadable!] (restricted)
  11. Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," The School of Economics Discussion Paper Series 0912, Economics, The University of Manchester. [Downloadable!]
  12. Miki Seko & Kazuto Sumita, 2007. "Japanese Housing Tenure Choice and Welfare Implications after the Revision of the Tenant Protection Law," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 357-383, October. [Downloadable!] (restricted)
  13. Luis Alberiko Gil-Alana, 2004. "A fractionally integrated model for the Spanish real GDP," Economics Bulletin, Economics Bulletin, vol. 3(8), pages 1-6. [Downloadable!]
  14. Stephen Knowles, & Clayton Weatherston, . "Informal Institutions and Cross-Country Income Differences," Discussion Papers 06/06, University of Nottingham, CREDIT. [Downloadable!]
  15. Dijk, Dick van & Franses, Philip Hans & Lucas, Andr•, 1996. "Testing for ARCH in the presence of additive outliers," Econometric Institute Report 59, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
  16. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  17. Kermit Daniel & Dan Black & Jeffery Smith, 1996. "College Quality and the Wages of Young Men," HEW 9604001, EconWPA. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? Authors can create their own profile with links to their works on the RePEc Author Service.

This page was last updated on 2009-12-9.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.