An Asymptotic Test For The Detection Of Heteroskedasticity
Download full text from publisher
References listed on IDEAS
- Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
More about this item
KeywordsHeteroskedasticity; large sample test; regression analysis; violations from the assumptions of classical linear regression model; residual analysis; asymptotic properties; Monte Carlo simulations; the power of the test;
- C00 - Mathematical and Quantitative Methods - - General - - - General
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ist:ancoec:v:8:y:2008:i:1:p:33-44. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kutluk Kagan Sumer). General contact details of provider: http://edirc.repec.org/data/ifisttr.html .