Title of article
A note on bootstrapped Whiteʹs test for heteroskedasticity in regression models
Author/Authors
Masakazu Ando، نويسنده , , Jiro Hodoshima، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
6
From page
46
To page
51
Abstract
We show the bootstrap procedure of Jeong and Lee [Jeong, J. and Lee, K., 1999. Bootstrapped Whiteʹs test for heteroskedasticity in regression models. Economics Letters, 63, 261–267.] leads to the same bootstrapped distribution of the Whiteʹs test as that based on a standard bootstrap procedure when there exists an intercept in the underlying linear regression model
Keywords
Bootstrap , Whiteיs test , Heteroskedasticity
Journal title
Economics Letters
Serial Year
2007
Journal title
Economics Letters
Record number
436322
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