OLS heteroskedasticity test(s) using levels and cross products of all IVs Ho: Disturbance is homoskedastic White/Koenker nR2 test statistic : 9.429 Chi-sq(14) P-value = 0.8027 . imtest,white White's test for Ho: homoskedasticity against Ha: unrestricted heteroskedasticity chi2(14) = 9.43 Pr...
An interesting fact is that the paper that published White's test, "A Heteroskedasticity—Consistent Covariance Matrix Estimator and a Direct Test for Hetereoskedasticity" (1980) is one of the most cited articles in Economics journals 展开 ...
aFractionally integrated generalized autoregressive conditional heteroskedasticity. Journal of Econometrics74, 3-30. 分数联合广义自回归有条件heteroskedasticity。 Econometrics74, 3-30学报。[translate] awhat salary do you expect?what do you think make a good marketing manager? 您期待什么薪金?您认为怎样做一...