The degree of severity of heteroskedasticity and the traditional goldfeld and quandt pretest estimator

References

• Adjibolosoo, B - S. K. (1988). Smoothing the Pretest Estimator: A Monte Carlo Study for Heteroskedasticity. Unpublished Ph.D. Dissertation, Dept. of Economics, Simon Fraser University, Burnaby
   Google Scholar
• Buse , A. 1984 . “ Tests for Additive Heteroskedasticity ” . In Empirical Economics , Vol. 9 , 199 – 216 . Goldfeld and Quandt .
   Google Scholar
• Goldfeld , S. M. and Quandt , R. E. 1965 . Some Tests for Heteroskedasticity . Journal of American Statistical Association , 60 : 539 – 547 .
   Web of Science ®Google Scholar
• Goldfeld , S. M. and Quandt , R. E. 1972 . Nonlinear Methods in Econometrics , New York : North-Holland Publishing Company .
   Google Scholar
• Greenberg , E. 1980 . Finite Sample Moments of a Preliminary Test Estimator in the Case of Possible Heteroskedasticity . Econometrica , 48 : 1805 – 1813 .
   Web of Science ®Google Scholar
• Harvey , A. C. and Phillips , G. D. A. 1974 . A Comparison of the Power of Some Tests for Heteroskedasticity in General Linear Model . Journal of Econometrics , 2 : 307 – 316 .
   Google Scholar
• Taylor , W. E. 1977 . Small Sample Properties of a Class of Two-Stage Aitken Estimators . Econometrica , 45 : 497 – 508 .
   Web of Science ®Google Scholar
• Taylor , W. E. 1978 . The Heteroskedastic Linear Model: Exact Finite Sample Results . Econometrica , 46 : 663 – 675 .
   Web of Science ®Google Scholar
• Zellner , A. 1971 . An Introduction to Bayesian Inference in Econometrics , New York : John Wiley and Sons Inc .
   Google Scholar