Heteroscedasticity diagnostics for t linear regression models

Jin-Guan Lin (), Li-Xing Zhu and Feng-Chang Xie

Metrika: International Journal for Theoretical and Applied Statistics, 2009, vol. 70, issue 1, 59-77

Keywords: Adjusted score test; Approximate local powers; Asymptotic properties; Heteroscedasticity; Score test; t Regression models; Simulation studies (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s00184-008-0179-2

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