Other formats:
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 and 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. p.~279-287. ISBN~978-80-7041-535-1. 2005.
|
