Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/189086 
Erscheinungsjahr: 
1985
Schriftenreihe/Nr.: 
Queen's Economics Department Working Paper No. 616
Verlag: 
Queen's University, Department of Economics, Kingston (Ontario)
Zusammenfassung: 
We develop simple procedures to test for omitted variables and perform other tests in regression directions, which are asymptotically valid in the presence of heteroskedasticity of unknown form. We examine the asymptotic behaviour of these tests, and use Edgeworth approximations to study their approximate finite-sample performance. We also present results from several Monte Carlo experiments, which suggest that one family of these tests should always be used in preference to the other.
Schlagwörter: 
heteroskedasticity-robust test
specification test
Edgeworth approximation
Dokumentart: 
Working Paper

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