Approximate power of score test for variance heterogeneity under local alternatives in nonlinear models
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- Epps, Thomas W & Epps, Mary Lee, 1977. "The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity When Both Problems Are Present," Econometrica, Econometric Society, vol. 45(3), pages 745-753, April.
- Chi, Eric M. & Reinsel, Gregory C., 1991. "Asymptotic properties of the score test for autocorrelation in a random effects with AR(1) errors model," Statistics & Probability Letters, Elsevier, vol. 11(5), pages 453-457, May.
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- Hrdlicková, Zuzana, 2008. "Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4059-4075, April.
- Jin-Guan Lin & Li-Xing Zhu & Chun-Zheng Cao & Yong Li, 2011. "Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(7), pages 1509-1531, August.
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