The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors

Author: Hodoshima Jiro   Ando Masakazu  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0918

Source: Communications in Statistics: Simulation and Computation, Vol.36, Iss.6, 2007-11, pp. : 1201-1215

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Abstract