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  • Search: subject:"violations from the assumptions of classical linear regression model"
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Heteroskedasticity 1 Monte Carlo simulations 1 asymptotic properties 1 large sample test 1 regression analysis 1 residual analysis 1 the power of the test 1 violations from the assumptions of classical linear regression model 1
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Article 1
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Yuce, Mehmet 1
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Istanbul University Econometrics and Statistics e-Journal 1
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AN ASYMPTOTIC TEST FOR THE DETECTION OF HETEROSKEDASTICITY
Yuce, Mehmet - In: Istanbul University Econometrics and Statistics e-Journal 8 (2008) 1, pp. 33-44
An asymptotic test for heteroskedasticity has been developed. The test does not rely on any assumption about heteroskedasticity, and introduces two alternative statistics based on the same idea. Power of these two alternative test statistics has been measured by Monte Carlo simulations. For...
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