Tests of Heteroskedasticity and Eventual Conflicts among Them
| Authors | |
|---|---|
| Year of publication | 2005 |
| Type | Article in Proceedings |
| Conference | Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005 |
| MU Faculty or unit | |
| Citation | |
| Field | Economy |
| Keywords | Heteroskedasticity; Statistical testing; verification; econometric analysis |
| Description | 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. |
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