• Title of article

    Bootstrapped White’s test for heteroskedasticity in regression models

  • Author/Authors

    Jinook Jeong، نويسنده , , Kyoungwoo Lee، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    7
  • From page
    261
  • To page
    267
  • Abstract
    This paper suggests a bootstrap procedure that can improve the finite sample performance of White’s test. A Monte Carlo comparison is presented to examine the effectiveness of the proposed bootstrap test against the asymptotic White’s test.
  • Keywords
    Heteroskedasticity , Power , Bootstrap , White’s test
  • Journal title
    Economics Letters
  • Serial Year
    1999
  • Journal title
    Economics Letters
  • Record number

    434706

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434706