Simulation-based tests for heteroskedasticity in linear regression models: Some further results
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References listed on IDEAS
- Andrew Harvey & Chia-Hui Chung, 2000. "Estimating the underlying change in unemployment in the UK," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 163(3), pages 303-309.
- Pfeffermann, Danny, 1991. "Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(2), pages 177-177, April.
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- E. Fe-Rodríguez & C. Orme, 2006.
"On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives,"
The School of Economics Discussion Paper Series
0606, Economics, The University of Manchester.
- 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.
- Chris D. Orme & Takashi Yamagata, 2014.
"A Heteroskedasticity-Robust F -Test Statistic for Individual Effects,"
Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
- Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 1124, Economics, The University of Manchester.
- José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2013.
"Heteroskedasticity testing through a comparison of Wald statistics,"
Portuguese Economic Journal,
Springer;Instituto Superior de Economia e Gestao, vol. 12(2), pages 131-160, August.
- José M.R. Murteira & Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2013. "Heteroskedasticity Testing Through a Comparison of Wald Statistics," CEFAGE-UE Working Papers 2013_06, University of Evora, CEFAGE-UE (Portugal).
- José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011. "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers 2011-05, GEMF, Faculty of Economics, University of Coimbra.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Papers 1127, Queen's University, Department of Economics.
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