Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{576822, author = {Moravanský, Dalibor and Němec, Daniel}, address = {Hradec Králové}, booktitle = {Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005}, keywords = {Heteroskedasticity; Statistical testing; verification; econometric analysis}, language = {eng}, location = {Hradec Králové}, isbn = {978-80-7041-535-1}, pages = {279-287}, publisher = {GAUDEAMUS Univerzita Hradec Králové}, title = {Tests of Heteroskedasticity and Eventual Conflicts among Them}, year = {2005} }
TY - JOUR ID - 576822 AU - Moravanský, Dalibor - Němec, Daniel PY - 2005 TI - Tests of Heteroskedasticity and Eventual Conflicts among Them PB - GAUDEAMUS Univerzita Hradec Králové CY - Hradec Králové SN - 9788070415351 KW - Heteroskedasticity KW - Statistical testing KW - verification KW - econometric analysis N2 - The contribution presents results of the author's recent experience with te use of some tests of heteroskedasticity - Goldfeld-Quandt, Glejser,White's general,Breusch-Pagan and Koenker-Basset.First application refers to the investigation of the variability of university teachers'wages,while the second is the simulation study bringing knowledge of how often and how much the results of tests may differ when applied to samples of different sizes. Some comments and properties of these tests relating to problems solved,which were met during applications are also amended. ER -
MORAVANSKÝ, Dalibor a Daniel NĚMEC. Tests of Heteroskedasticity and Eventual Conflicts among Them. In \textit{Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005}. Hradec Králové: GAUDEAMUS Univerzita Hradec Králové, 2005, s.~279-287. ISBN~978-80-7041-535-1.
|