Robust tests for heteroskedasticity in the one-way error components model

Journal of Econometrics

Volumn 160, Issue 2, 2011, Pages 300-310

  Montes Rojas, Gabriel ^a   Sosa Escudero, Walter ^b  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSIDAD DE SAN ANDRÉS   (Argentina)

Author keywords

Error components; Heteroskedasticity; Testing

Indexed keywords

CONDITIONAL MOMENTS; DISTRIBUTION-FREE TEST; ERROR COMPONENTS; GAUSSIANS; HEAVY-TAILED; HETEROSKEDASTICITY; IN-LINE; INDIVIDUAL COMPONENTS; ROBUST TESTS; ROBUSTNESS PROPERTIES; STANDARD TESTS;

LAGRANGE MULTIPLIERS;

TESTING;

EID: 78650521509     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.09.010     Document Type: Article

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