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Bootstrapped White's test for heteroskedasticity in regression models

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  • Jeong, Jinook
  • Lee, Kyoungwoo

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  • Jeong, Jinook & Lee, Kyoungwoo, 1999. "Bootstrapped White's test for heteroskedasticity in regression models," Economics Letters, Elsevier, vol. 63(3), pages 261-267, June.
    • Handle: RePEc:eee:ecolet:v:63:y:1999:i:3:p:261-267
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    References listed on IDEAS

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    1. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
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    Cited by:

    1. Jeong, Jinook & Chung, Seoung, 2001. "Bootstrap tests for autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 49-69, November.
    2. Ando, Masakazu & Hodoshima, Jiro, 2007. "A note on bootstrapped White's test for heteroskedasticity in regression models," Economics Letters, Elsevier, vol. 97(1), pages 46-51, October.
    3. Heather Carle & Linda Brewer, . "The United Kingdom Modern Slavery Act: Are we making progress? A look at organizational commitment to eradicating modern slavery," UNCTAD Transnational Corporations Journal, United Nations Conference on Trade and Development.

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