Efficient Score Tests for Heteroskedasticity in Micro-Econometrics

Chris D. Orme

doi:10.1080/07474939208800233

Efficient Score Tests for Heteroskedasticity in Micro-Econometrics

Chris D. Orme

Economics

University of York

Research output: Contribution to journal › Article › peer-review

Abstract

This paper develops an artificial regression that can be employed to obtain efficient score test statistics for heteroskedasticity in the context of a variety of micro-econometric models

Original language	English
Pages (from-to)	235-252
Number of pages	18
Journal	Econometric Reviews
Volume	11
Issue number	2
DOIs	https://doi.org/10.1080/07474939208800233
Publication status	Published - 1992

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title = "Efficient Score Tests for Heteroskedasticity in Micro-Econometrics",

abstract = "This paper develops an artificial regression that can be employed to obtain efficient score test statistics for heteroskedasticity in the context of a variety of micro-econometric models",

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VL - 11

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JO - Econometric Reviews

JF - Econometric Reviews

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Efficient Score Tests for Heteroskedasticity in Micro-Econometrics

Abstract

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