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In this paper we propose a testing technique for multivariate heteroscedasticity, which is expressed...
In this paper it is shown that using a Box-Cox type specification to test for heteroscedasticity is ...
In the presence of heteroscedasticity, OLS estimates are unbiased, but the usual tests of significan...
The quite general test for heteroskedasticity presented here regresses the absolute values of the re...
A new test for heteroscedasticity in regression models is presented based on the Goldfeld-Quandt met...
Title: Testing heteroscedasticity Author: Mária Špaková Department: Department of Probability and Ma...
This study explores the performance of several two-stage procedures for testing ordinary least-squar...
For the heteroscedastic nonparametric regression model Yni = m(xni)+σ(xni)Є ni; i = 1; ...; n; we pr...
SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--92/329) / BLDSC - ...
The paper is devoted to the least weighted squares estimator, which is one of highly robust estimato...
Two, recently proposed tests for heteroscedasticity are examined. Under certain conditions and a mod...
We study the effect of heteroscedastic errors on different robust regression methods. Firstly we der...
We first propose in this paper a new test method for detecting heteroscedasticity of the error term ...
The regression model has been given a considerable amount of attention and played a significant role...
This paper shows that a test for heteroskedasticity within the context of classical linear regressio...
In this paper we propose a testing technique for multivariate heteroscedasticity, which is expressed...
In this paper it is shown that using a Box-Cox type specification to test for heteroscedasticity is ...
In the presence of heteroscedasticity, OLS estimates are unbiased, but the usual tests of significan...
The quite general test for heteroskedasticity presented here regresses the absolute values of the re...
A new test for heteroscedasticity in regression models is presented based on the Goldfeld-Quandt met...
Title: Testing heteroscedasticity Author: Mária Špaková Department: Department of Probability and Ma...
This study explores the performance of several two-stage procedures for testing ordinary least-squar...
For the heteroscedastic nonparametric regression model Yni = m(xni)+σ(xni)Є ni; i = 1; ...; n; we pr...
SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--92/329) / BLDSC - ...
The paper is devoted to the least weighted squares estimator, which is one of highly robust estimato...
Two, recently proposed tests for heteroscedasticity are examined. Under certain conditions and a mod...
We study the effect of heteroscedastic errors on different robust regression methods. Firstly we der...
We first propose in this paper a new test method for detecting heteroscedasticity of the error term ...
The regression model has been given a considerable amount of attention and played a significant role...
This paper shows that a test for heteroskedasticity within the context of classical linear regressio...
In this paper we propose a testing technique for multivariate heteroscedasticity, which is expressed...
In this paper it is shown that using a Box-Cox type specification to test for heteroscedasticity is ...
In the presence of heteroscedasticity, OLS estimates are unbiased, but the usual tests of significan...