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Volumn 63, Issue 3, 1999, Pages 261-267

Bootstrapped White's test for heteroskedasticity in regression models

Author keywords

Bootstrap; Heteroskedasticity; Power; White's test

Indexed keywords


EID: 0033245304     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00036-1     Document Type: Article
Times cited : (10)

References (10)
  • 1
    • 0002344794 scopus 로고
    • Bootstrap methods: Another look at the jackknife
    • Efron B. Bootstrap methods: Another look at the jackknife. Annals of Statistics. 7:1979;1-26.
    • (1979) Annals of Statistics , vol.7 , pp. 1-26
    • Efron, B.1
  • 2
    • 84964203940 scopus 로고
    • Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
    • Efron B., Tibshirani R. Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy. Statistical Science. 1:1986;54-77.
    • (1986) Statistical Science , vol.1 , pp. 54-77
    • Efron, B.1    Tibshirani, R.2
  • 6
    • 0000083295 scopus 로고    scopus 로고
    • Bootstrap methods in econometrics: Theory and numerical performance
    • K.M. Kreps, & K.F. 7th World Congress Wallis. Cambridge University Press
    • Horowitz J.L. Bootstrap methods in econometrics: theory and numerical performance. Kreps K.M., Wallis K.F., 7th World Congress Advances in Economics and Econometrics: Theory and Applications. 3:1997;Cambridge University Press.
    • (1997) Advances in Economics and Econometrics: Theory and Applications , vol.3
    • Horowitz, J.L.1
  • 7
    • 0000361516 scopus 로고
    • A perspective on application of bootstrap methods in econometrics
    • G.S. Maddala, C.R. Rao, & H.D. Vinod. McGraw-Hill
    • Jeong J., Maddala G.S. A perspective on application of bootstrap methods in econometrics. Maddala G.S., Rao C.R., Vinod H.D., Handbook of Statistics: Econometrics. 11:1993;573-610 McGraw-Hill.
    • (1993) Handbook of Statistics: Econometrics , vol.11 , pp. 573-610
    • Jeong, J.1    Maddala, G.S.2
  • 9
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica. 48:1980;817-838.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1
  • 10
    • 0001673027 scopus 로고
    • Jackknife, bootstrap and other resampling methods in Regression analysis
    • Wu C.F.J. Jackknife, bootstrap and other resampling methods in Regression analysis. Annals of Statistics. 14:1986;1261-1295.
    • (1986) Annals of Statistics , vol.14 , pp. 1261-1295
    • Wu, C.F.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.