EconPapers    
Economics at your fingertips  
 

Power and robustness of jackknife and likelihood-ratio tests for grouped heteroscedasticity

Subhash C. Sharma () and Carmelo Giaccotto ()

Journal of Econometrics, 1991, vol. 49, issue 3, pages 343-372

Date: 1991

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... b36f47f6473273aef71e
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:49:y:1991:i:3:p:343-372

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

More articles in Journal of Econometrics from Elsevier
Series data maintained by Heidi Boesdal ().

 
Page updated 2009-11-23
Handle: RePEc:eee:econom:v:49:y:1991:i:3:p:343-372