Heteroskedasticity Testing Through a Comparison of Wald Statistics
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- 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.
References listed on IDEAS
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More about this item
KeywordsHeteroskedasticity testing; White test; Wald test; Supremum.;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-03-09 (All new papers)
- NEP-ECM-2013-03-09 (Econometrics)
- NEP-ORE-2013-03-09 (Operations Research)
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