Heteroskedasticity testing through a comparison of Wald statistics
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- 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).
References listed on IDEAS
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More about this item
KeywordsHeteroskedasticity testing; White test; Wald test; Supremum; C12;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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