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Global Power of White's Test for Heteroskedasticity

Published online by Cambridge University Press:  11 February 2009

Lonnie Magee
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Type
Problems
Information
Econometric Theory , Volume 7 , Issue 1 , March 1991 , pp. 139
Copyright
Copyright © Cambridge University Press 1991

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References

REFERENCES

1.Geweke, J.The approximate slopes of econometric tests. Econometrica 49 (1981): 1427–1442.CrossRefGoogle Scholar
2.White, H.A heteroskedasticity-consistent covariance matrix estimator and a direct test for heeroskedasticity. Econometrica 48 (1980): 817–838.CrossRefGoogle Scholar