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THE SMALL SAMPLE PERFORMANCE OF THE SZROETER BOUNDS TEST FOR HETEROSCEDASTICITY AND A SIMPLE TEST FOR USE WHEN SZROETER'S TEST IS INCONCLUSIVE *
Author(s) -
HARRISON M. J.
Publication year - 1980
Publication title -
oxford bulletin of economics and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.131
H-Index - 73
eISSN - 1468-0084
pISSN - 0305-9049
DOI - 10.1111/j.1468-0084.1980.mp42003004.x
Subject(s) - heteroscedasticity , test (biology) , simple (philosophy) , statistics , sample (material) , mathematics , econometrics , chromatography , chemistry , philosophy , geology , paleontology , epistemology