Bootstrapped White's test for heteroskedasticity in regression models

@article{Jeong1999BootstrappedWT,
  title={Bootstrapped White's test for heteroskedasticity in regression models},
  author={Jinook Jeong and K. Lee},
  journal={Economics Letters},
  year={1999},
  volume={63},
  pages={261-267}
}
  • Jinook Jeong, K. Lee
  • Published 1999
  • Mathematics
  • Economics Letters
  • Abstract This paper suggests a bootstrap procedure that can improve the finite sample performance of White’s test. A Monte Carlo comparison is presented to examine the effectiveness of the proposed bootstrap test against the asymptotic White’s test. 
    6 Citations
    A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models
    • Highly Influenced
    The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors
    • 4
    Bootstrap tests for autocorrelation
    • 20
    Bootstrap Tests for Regression Models
    • 35
    • PDF
    Regression Analysis of ICT Impact Factors on Early Adolescents’ Reading Proficiency in Five High-Performing Countries
    • 11
    • PDF