Article ID Journal Published Year Pages File Type
5062307 Economics Letters 2007 6 Pages PDF
Abstract

We show the bootstrap procedure of Jeong and Lee [Jeong, J. and Lee, K., 1999. Bootstrapped White's test for heteroskedasticity in regression models. Economics Letters, 63, 261-267.] leads to the same bootstrapped distribution of the White's test as that based on a standard bootstrap procedure when there exists an intercept in the underlying linear regression model.

Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
A note on bootstrapped White's test for heteroskedasticity in regression models
Authors
, ,