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A note on bootstrapped White's test for heteroskedasticity in regression models

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  • Ando, Masakazu
  • Hodoshima, Jiro

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  • Ando, Masakazu & Hodoshima, Jiro, 2007. "A note on bootstrapped White's test for heteroskedasticity in regression models," Economics Letters, Elsevier, vol. 97(1), pages 46-51, October.
    • Handle: RePEc:eee:ecolet:v:97:y:2007:i:1:p:46-51
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    References listed on IDEAS

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    1. Jeong, Jinook & Lee, Kyoungwoo, 1999. "Bootstrapped White's test for heteroskedasticity in regression models," Economics Letters, Elsevier, vol. 63(3), pages 261-267, June.
    2. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
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    Cited by:

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    3. Abdoul Hadirou Yoda & Achille Augustin Diendere, 2024. "Empirical evidence on the relationship between migrants' remittances and private investment in Burkina Faso: A dynamic simultaneous equation model," Journal of International Development, John Wiley & Sons, Ltd., vol. 36(2), pages 1468-1488, March.

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