RCEV heteroscedasticity test based on the studentized residuals

Reşit Çelik

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 13, 3258-3268

Abstract: All the usual heteroscedasticity tests in the statistics and econometrics literature are based on raw residuals. Although the raw residuals are heteroscedastic, studentized residuals can still be homoscedastic. In this study, the version of Çelik’s RCEV heteroscedasticity test which is based on studentized residuals is introduced.

Date: 2019
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2018.1475566 (text/html)
Access to full text is restricted to subscribers.

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: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:48:y:2019:i:13:p:3258-3268

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2018.1475566

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().