微观经济学中异方差性的有效得分检验

Efficient score tests for heteroskedasticity in micro-economics

Econometric Reviews · 1992
被引 2
人大 A-ABS 3

中文导读

开发了一种人工回归方法,用于在多种微观计量模型中计算异方差性的有效得分检验统计量,帮助研究者更准确地检测异方差性。

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

异方差检验得分检验微观计量模型人工回归