Two tests for heteroscedasticity in nonparametric regression
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References listed on IDEAS
- Fan, Jianqing & Yao, Qiwei, 1998. "Efficient estimation of conditional variance functions in stochastic regression," LSE Research Online Documents on Economics 6635, London School of Economics and Political Science, LSE Library.
- Gijbels, Irène & Rousson, Valentin, 2001. "A nonparametric least-squares test for checking a polynomial relationship," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 253-261, February.
- Alcalá, J. T. & Cristóbal, J. A. & González-Manteiga, W., 1999. "Goodness-of-fit test for linear models based on local polynomials," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 39-46, March.
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KeywordsHomoscedasticity; Local polynomial estimator; Volatility function;
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