Heteroskedasticity testing through comparison of Wald-type statistics
This paper shows that a test for heteroskedasticity within the context of classical linear regression can be based on the difference between Wald statistics in heteroskedasticity-robust and nonrobust forms. The test is asymptotically distributed under the null hypothesis of homoskedasticity as chi-s...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | por |
| Publicado em: |
2014
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| Texto completo: | http://hdl.handle.net/10174/9149 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/9149 |