Glejser ' s test revisited
نویسنده
چکیده
Godfrey (1996, Journal of Econometrics 72, 275}299) has shown that the Glejser test for heteroskedasticity is valid only under conditional symmetry. Here, modi"cations of the Glejser test are suggested. The proposed test statistics are asymptotically valid even when the disturbances are not symmetrically distributed and can be used to test for heteroskedasticity when conditional location functions other than the conditional mean are estimated. ( 2000 Elsevier Science S.A. All rights reserved. JEL classixcation: C52
منابع مشابه
PENDRED\'S SYNDROME REVISITED
Pendred's syndrome is defined as a triad of congenital perceptive hearing loss, goiter, and abnormal perchlorate test. Three brothers with Pendred's syndrome [P.S.] are reported. The oldest brother has hearing loss (he has been deaf and mute since childhood) and has a large goiter. A thyroid scan revealed euthyroid multinodular goiter and a perchlorate test was performed, and reported abno...
متن کاملCross-Linguistic Transfer Revisited: The Case of English and Persian
The present study sought to investigate the evidence for cross-linguistic transfer in a partial English immersion and non-immersion educational setting. To this end, a total of 145 first, third and fifth graders in a partial English immersion program and 95 students from the same grade levels in a non-immersion program were chosen. Six different English and Persian tests were administered: the ...
متن کاملBertrand’s Paradox Revisited: More Lessons about that Ambiguous Word, Random
The Bertrand paradox question is: “Consider a unit-radius circle for which the length of a side of an inscribed equilateral triangle equals 3 . Determine the probability that the length of a ‘random’ chord of a unit-radius circle has length greater than 3 .” Bertrand derived three different ‘correct’ answers, the correctness depending on interpretation of the word, random. Here we employ geomet...
متن کاملCocaine revisited.
Insurance companies often test applicants for the presence of cocaine. Because a positive test may automatically preclude further consideration, such cases often never reach the medical director. The negative impact of cocaine use on insurability is reviewed.
متن کاملUSHER\'S SYNDROME REVISITED
Usher's syndrome is a genetically inherited autosomal recessive disorder resulting in the double handicap of deafness and progressive blindness, known as retinitis pigmentosa. The disease is also associated with psychoses, mental retardation, and other major neurophysiological changes. It appears to be more common among Jewish individuals and consanguinous marriages. While it is rare in th...
متن کامل