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Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model

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  • Maekawa, Koichi

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  • Maekawa, Koichi, 1988. "Comparing the Wald, LR and LM tests for heteroscedasticity in a linear regression model," Economics Letters, Elsevier, vol. 26(1), pages 37-41.
    • Handle: RePEc:eee:ecolet:v:26:y:1988:i:1:p:37-41
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    Cited by:

    1. Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
    2. Y. K. Tse & Z. L. Yang, 2004. "Tests of Functional Form and Heteroscedasticity," Econometric Society 2004 Far Eastern Meetings 424, Econometric Society.
    3. Soto, Gonzalo Hernández, 2024. "The role of outward foreign direct investment as a filter for high energy intensity economies in the European Union," Applied Energy, Elsevier, vol. 361(C).

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