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Volumn 63, Issue 2, 2001, Pages 263-273

Heteroskedasticity and neglected parameter heterogeneity

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EID: 0040376310     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00220     Document Type: Article
Times cited : (9)

References (13)
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    • Breusch, T.S.1    Pagan, A.R.2
  • 2
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    • Testing for neglected heterogeneity
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    • Chesher, A.1
  • 3
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    • Asymptotic expansions of the information matrix test statistic
    • Chesher, A. and Spady, R. (1991). 'Asymptotic Expansions of the Information Matrix Test Statistic', Econometrica, Vol. 59, pp. 787-815.
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    • Chesher, A.1    Spady, R.2
  • 4
    • 38249014343 scopus 로고
    • On the lack of invariance of some asymptotic tests to rescaling
    • Dagenais, M. G. and Dufour, J. M. (1992). 'On the Lack of Invariance of Some Asymptotic Tests to Rescaling', Economics Letters, Vol. 38, pp. 251-57.
    • (1992) Economics Letters , vol.38 , pp. 251-257
    • Dagenais, M.G.1    Dufour, J.M.2
  • 5
    • 0000495986 scopus 로고
    • A new form of the information matrix test
    • Davidson, R. and MacKinnon, J. G. (1992). 'A New Form of the Information Matrix Test', Econometrica, Vol. 60, pp. 145-57.
    • (1992) Econometrica , vol.60 , pp. 145-157
    • Davidson, R.1    Mackinnon, J.G.2
  • 6
    • 0039924622 scopus 로고
    • Testing for heterogeneous parameters in least-squares approximations
    • Dutta, J. and Leon, H. L. (1991). 'Testing for Heterogeneous Parameters in Least-Squares Approximations', Review of Economic Studies, Vol. 58, pp. 299-320.
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    • Dutta, J.1    Leon, H.L.2
  • 7
    • 84959808257 scopus 로고
    • The information matrix test for the linear model
    • Hall, A. (1987). 'The Information Matrix Test for the Linear Model', Review of Economic Studies, Vol. 54, pp. 257-63.
    • (1987) Review of Economic Studies , vol.54 , pp. 257-263
    • Hall, A.1
  • 8
    • 0002437730 scopus 로고
    • A test for normality of observations and regression residuals
    • Jarque, C. M. and Bera, A. K. (1987). 'A Test for Normality of Observations and Regression Residuals', International Statistical Review, Vol. 55, pp. 163-72.
    • (1987) International Statistical Review , vol.55 , pp. 163-172
    • Jarque, C.M.1    Bera, A.K.2
  • 9
    • 0000619128 scopus 로고
    • Tests for specification errors in classical linear least-squares regression analysis
    • Ramsey, J. B. (1969). 'Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis', Journal of the Royal Statistical Society, ser. B, Vol. 31, 350-71.
    • (1969) Journal of the Royal Statistical Society, Ser. B , vol.31 , pp. 350-371
    • Ramsey, J.B.1
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    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White, H. (1980). 'A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity', Econometrica, Vol. 48, pp. 817-38.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1
  • 12
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White, H. (1982). 'Maximum Likelihood Estimation of Misspecified Models', Econometrica, Vol. 50, pp. 1-26.
    • (1982) Econometrica , vol.50 , pp. 1-26
    • White, H.1
  • 13
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    • On the aggregration problem: A new approach to a troublesome problem
    • Fox, K. A., et al., eds., Springer-Verlag, Berlin
    • Zellner, A. (1969). 'On the Aggregration Problem: A New Approach to a Troublesome Problem,' In Fox, K. A., et al., eds., Economic Models, Estimation and Risk Programming: Essays in Honor of Gerhard Tintner (Springer-Verlag, Berlin), 365-78.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.