A robust modification of the Goldfeld-Quandt Test for the detection of heteroscedasticity in the presence of outliers
Problem statement: The problem of heteroscedasticity occurs in regression analysis for many practical reasons. It is now evident that the heteroscedastic problem affects both the estimation and test procedure of regression analysis, so it is really important to be able to detect this problem for pos...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Science Publications
2008
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| Online Access: | http://psasir.upm.edu.my/id/eprint/12851/1/A%20robust%20modification%20of%20the%20Goldfeld.pdf |