Testing heteroscedasticity in nonlinear and nonparametric regressions

Canadian Journal of Statistics

Volumn 37, Issue 2, 2009, Pages 282-300

  Zheng, Xu ^a  

^a Shanghai Jiao Tong University   (China)

Author keywords

Heteroscedasticity; Homoscedasticity; Interest rate volatility; Monte carlo simulation; Nonlinear regression; Nonparametric regression; Nonparametric tests; Wild bootstrap

Indexed keywords

EID: 74049087951     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.1002/cjs.10020     Document Type: Article

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