Browsing The Economic and Social Review, Vol. 12, No. 4, 1981 by Author "Harrison, Mj"
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A comparison of the bounds, beta-approximate, and exact variants of 2 tests for heteroscedasticity based on ordinary least-squares residuals
Harrison, Mj (Economic & Social Studies, DUBLIN, 1981)Precis: This paper compares the small sample empirical size, power and incidence of inconclusiveness of the bounds tests for heteroscedasticity proposed by Szroeter (1978) and Harrison and McCabe (1979). It also examines ...