Tests for regression models with heteroskedasticity of unknown form

Computational Statistics and Data Analysis

Volumn 50, Issue 10, 2006, Pages 2715-2733

  Godfrey, L G ^a  

^a UNIVERSITY OF YORK   (United Kingdom)

Author keywords

Bootstrap; Heteroskedasticity; Regression; Tests

Indexed keywords

ASYMPTOTIC STABILITY; ERROR ANALYSIS; MATHEMATICAL MODELS; MATRIX ALGEBRA; STATISTICAL TESTS;

BOOTSTRAP; HETEROSKEDASTICITY; REGRESSION MODELS; TESTS;

REGRESSION ANALYSIS;

EID: 33646083666     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.04.004     Document Type: Article

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