异方差性Szroeter边界检验的小样本表现及当Szroeter检验不确定时使用的简单检验

THE SMALL SAMPLE PERFORMANCE OF THE SZROETER BOUNDS TEST FOR HETEROSCEDASTICITY AND A SIMPLE TEST FOR USE WHEN SZROETER'S TEST IS INCONCLUSIVE

Oxford Bulletin of Economics and Statistics · 1980
被引 10
人大 AABS 3
计量经济学统计学异方差性检验小样本性能