Le test de fonctions de gains : résultats pour cinq pays
Author
Abstract
Suggested Citation
DOI: 10.3406/ecop.1990.5158
Note: DOI:10.3406/ecop.1990.5158
Download full text from publisher
References listed on IDEAS
- Wagner, Joachim & Lorenz, Wilhelm, 1988.
"The earnings function under test,"
Economics Letters, Elsevier, vol. 27(1), pages 95-99.
- Wagner, Joachim & Lorenz, Wilhelm, 1987. "The Earnings Function under Test," Hannover Economic Papers (HEP) dp-112, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- 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.
- Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
- Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
- repec:eee:labchp:v:1:y:1986:i:c:p:525-602 is not listed on IDEAS
- Koenker, Roger, 1981. "A note on studentizing a test for heteroscedasticity," Journal of Econometrics, Elsevier, vol. 17(1), pages 107-112, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Peter Kaukewitsch & Dominique Rouault, 1998. "Les structure des salaires en France et en Allemagne en 1995 : une analyse statistique comparative des hiérarchies salariales," Économie et Statistique, Programme National Persée, vol. 315(1), pages 3-27.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ather Akbari & Tomson Ogwang, 1997. "The Canadian earnings functions under test," Applied Economics Letters, Taylor & Francis Journals, vol. 4(2), pages 133-139.
- Francisco Cribari-Neto, 1996. "On the Corrections to Information Matrix Tests," Econometrics 9601001, University Library of Munich, Germany.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
- Francisco Cribari-Neto, 1997. "On the corrections to information matrix tests," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 39-53.
- Machado, Jose A. F. & Silva, J. M. C. Santos, 2000. "Glejser's test revisited," Journal of Econometrics, Elsevier, vol. 97(1), pages 189-202, July.
- Michael O'Connor Keefe & David Gallagher, 2014. "Does the effect of revealed private information on initial public offering (IPO) first trading day return differ by IPO market heat?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 921-964, September.
- Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
- Richard H. Spady & Sami Stouli, 2018.
"Simultaneous Mean-Variance Regression,"
Bristol Economics Discussion Papers
18/697, School of Economics, University of Bristol, UK.
- Richard Spady & Sami Stouli, 2018. "Simultaneous Mean-Variance Regression," Papers 1804.01631, arXiv.org, revised Jan 2019.
- Richard Spady & Sami Stouli, 2018. "Simultaneous mean-variance regression," CeMMAP working papers CWP25/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Azimi, Mohammad Naim, 2016. "An economic growth model: Evaluating the interaction of market consumption with GDP growth rate in Afghanistan," MPRA Paper 69517, University Library of Munich, Germany, revised 11 Jan 2016.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003.
"Instrumental variables and GMM: Estimation and testing,"
Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003 02, Stata Users Group.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003 05, Stata Users Group.
- Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003.
- Pedro Delicado & Juan Romo, 1998.
"Constant coefficient tests for random coefficient regression,"
Economics Working Papers
329, Department of Economics and Business, Universitat Pompeu Fabra.
- Delicado, Pedro, 1999. "Constant coefficient tests for random coefficient regression," DES - Working Papers. Statistics and Econometrics. WS 6271, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- 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.
- Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers 2001s-25, CIRANO.
- DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
- Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Kendix, Michael & Walls, W.D., 2010. "Oil industry consolidation and refined product prices: Evidence from US wholesale gasoline terminals," Energy Policy, Elsevier, vol. 38(7), pages 3498-3507, July.
- LE GALLO, Julie, 2000. "Econométrie spatiale 2 -Hétérogénéité spatiale," LATEC - Document de travail - Economie (1991-2003) 2001-01, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
- Zaman, Asad, 1995.
"On the inconsistency of the Breusch-Pagan test,"
MPRA Paper
9904, University Library of Munich, Germany.
- Asad Zaman, 2002. "The Inconsistency of the Breusch-Pagan Test," Econometrics 0205001, University Library of Munich, Germany.
- Farbmacher, Helmut & Kögel, Heinrich, 2015. "Inference Problems under a Special Form of Heteroskedasticity," MEA discussion paper series 201503, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Li, Zhaoyuan & Yao, Jianfeng, 2019. "Testing for heteroscedasticity in high-dimensional regressions," Econometrics and Statistics, Elsevier, vol. 9(C), pages 122-139.
- Romano, Joseph P. & Wolf, Michael, 2017.
"Resurrecting weighted least squares,"
Journal of Econometrics, Elsevier, vol. 197(1), pages 1-19.
- Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.
- Baldauf, Markus & Santos Silva, J.M.C., 2012.
"On the use of robust regression in econometrics,"
Economics Letters, Elsevier, vol. 114(1), pages 124-127.
- Baldauf, Markus & Santos Silva, Joao M C, 2009. "On the use of robust regression in econometrics," Economics Discussion Papers 3543, University of Essex, Department of Economics.
- Kyei, Collins Baffour & Cantah, William Godfred & Junior Owusu, Peterson, 2023. "Effect of commodity prices on financial soundness; insight from adaptive market hypothesis in the Ghanaian setting," Resources Policy, Elsevier, vol. 86(PA).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:prs:ecoprv:ecop_0249-4744_1990_num_92_1_5158. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Equipe PERSEE (email available below). General contact details of provider: https://www.persee.fr/collection/ecop .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.