Heteroskedasticity testing through a comparison of Wald statistics
Year of publication: |
2013
|
---|---|
Authors: | Murteira, José M. R. ; Ramalho, Esmeralda A. ; Ramalho, Joaquim J. S. |
Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-982X, ZDB-ID 2083329-5. - Vol. 12.2013, 2, p. 131-160
|
Subject: | Heteroskedasticity testing | White test | Wald test | Supremum | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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