Simulation-based tests for heteroskedasticity in linear regression models: Some further results

Econometrics Journal

Volumn 9, Issue 1, 2006, Pages 76-97

  Godfrey, L G ^a   Orme, Chris D ^b   Santos Silva, J M C ^c  

^a UNIVERSITY OF YORK   (United Kingdom)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

^c UNIVERSITY OF LISBON   (Portugal)

Author keywords

Bootstrap; Distributional assumptions; Exact tests; Monte Carlo tests

Indexed keywords

EID: 33845393254     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2006.00177.x     Document Type: Article

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