UCL logo

UCL Discovery

UCL home » Library Services » Electronic resources » UCL Discovery

A class of parametric tests for heteroscedasticity in linear econometric models X1-ab

Szroeter, J.; (1978) A class of parametric tests for heteroscedasticity in linear econometric models X1-ab. Econometrica , 46 (6) pp. 1311-1327.

Full text not available from this repository.

Abstract

A class of parametric tests for heteroscedasticity in linear models is discussed. For models with nonstochastic regressors, new exact tests within this class are suggested which utilize existing tables of the distribution of the von Neumann ratio and of the Durbin-Watson bounding ratios. "Bound tests" for heteroscedasticity in least squares regression are proposed. A rigorous treatment of tests within this class for heteroscedasticity in the errors of structural relations in dynamic simultaneous equations models is provided.

Type: Article
Title: A class of parametric tests for heteroscedasticity in linear econometric models X1-ab
Publisher version: http://www.econometricsociety.org/abstract.asp?ref...
Language: English
UCL classification: UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of SandHS > Dept of Economics
URI: http://discovery.ucl.ac.uk/id/eprint/18119
Downloads since deposit
0Downloads
Download activity - last month
Download activity - last 12 months
Downloads by country - last 12 months

Archive Staff Only

View Item View Item