A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity

IF 2.1 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 1983-01-01 DOI:10.1016/0165-1765(83)90085-X

Donald M. Waldman

引用次数: 0

Abstract

Two, recently proposed tests for heteroscedasticity are examined. Under certain conditions and a modification of one of the tests already proposed in the literature, they are found to be algebraically equivalent.

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关于White检验的代数等价性和异方差的Godfrey/Breusch-Pagan检验的一个变体的注释

第二，对最近提出的异方差检验进行了检验。在某些条件下和对文献中已经提出的一个检验的修改，发现它们在代数上是等价的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.