Simulation-based tests for heteroskedasticity in linear regression models : some further results
Year of publication: |
2006
|
---|---|
Authors: | Godfrey, L. G. ; Orme, Chris D. ; Silva, João Santos |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 9.2006, 1, p. 76-97
|
Subject: | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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