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Volumn 76, Issue 8, 2006, Pages 705-712

Detecting heteroscedasticity in a simple regression model via quantile regression slopes

Author keywords

Bootstrap methods; Tests of independence

Indexed keywords


EID: 33745118679     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/10629360500107923     Document Type: Article
Times cited : (13)

References (15)
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  • 3
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    • A simple test for heteroscedasticity and random coefficient variation
    • Breusch, T.S. and Pagan, A.R., 1979, A simple test for heteroscedasticity and random coefficient variation. Econometrica, 47, 1287-1294.
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    • Breusch, T.S.1    Pagan, A.R.2
  • 4
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    • Diagnostics for heteroscedasticity in regression
    • Cook, R.D. and Weisberg, S., 1983, Diagnostics for heteroscedasticity in regression. Biometrika, 70, 1-10.
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    • Cook, R.D.1    Weisberg, S.2
  • 5
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    • A note on studentizing a test for heteroscedasticity
    • Koenker, R., 1981, A note on studentizing a test for heteroscedasticity. Journal of Econometrics, 17, 107-112.
    • (1981) Journal of Econometrics , vol.17 , pp. 107-112
    • Koenker, R.1
  • 6
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    • Regression quantites
    • Koenker, R. and Bassett, G., 1978, Regression quantites. Econometrika, 46, 33-50.
    • (1978) Econometrika , vol.46 , pp. 33-50
    • Koenker, R.1    Bassett, G.2
  • 7
    • 0000432092 scopus 로고
    • Robust tests for heteroscedasticity based on regression quantites
    • Koenker, R. and Bassett, G., 1982, Robust tests for heteroscedasticity based on regression quantites. Econometrika, 50, 43-61.
    • (1982) Econometrika , vol.50 , pp. 43-61
    • Koenker, R.1    Bassett, G.2
  • 8
    • 0000238336 scopus 로고
    • A simplex method for function minimization
    • Nelder, J.A. and Mead, R., 1965, A simplex method for function minimization. Computer Journal, 7, 308-313.
    • (1965) Computer Journal , vol.7 , pp. 308-313
    • Nelder, J.A.1    Mead, R.2
  • 9
    • 0002156938 scopus 로고
    • A sequential simplex program for solving minimization problems
    • Olsson, D.M., 1974, A sequential simplex program for solving minimization problems. Journal of Quality Control, 6, 53-57.
    • (1974) Journal of Quality Control , vol.6 , pp. 53-57
    • Olsson, D.M.1
  • 10
    • 0016473731 scopus 로고
    • The Nelder-Mead simplex procedure for function minimization
    • Olsson, D.M. and Nelson, L.S., 1975, The Nelder-Mead simplex procedure for function minimization. Technometrics, 17, 45-51.
    • (1975) Technometrics , vol.17 , pp. 45-51
    • Olsson, D.M.1    Nelson, L.S.2
  • 12
  • 13
    • 0002449934 scopus 로고
    • Summarizing shape numerically: The g-and-h distributions
    • D. Hoaglin, F. Mosteller and J. Tukey (Eds) (New York: Wiley)
    • Hoaglin, D.C., 1985, Summarizing shape numerically: the g-and-h distributions. In: D. Hoaglin, F. Mosteller and J. Tukey (Eds) Exploring Data Tables, Trends, and Shapes (New York: Wiley), pp. 461-515.
    • (1985) Exploring Data Tables, Trends, and Shapes , pp. 461-515
    • Hoaglin, D.C.1
  • 14
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    • Unpublished doctoral dissertation, Department of Kinesiology, University of Southern California
    • Costa, K.E., 2004, Control and dynamics during horizontal impulse generation. Unpublished doctoral dissertation, Department of Kinesiology, University of Southern California.
    • (2004) Control and Dynamics during Horizontal Impulse Generation
    • Costa, K.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.