Simultaneous testing of regression disturbances for heteroscedasticity and non-normality

K. P. Kalirajan, S. K.W. Jayasuriya

Research output: Contribution to journalArticleResearchpeer-review

Abstract

Drawing on the procedures developed for estimating stochastic frontier production functions, the objective of this paper is to derive a practical two-directional test for both heteroscedasticity and non-normality, when the structure of heteroscedasticity is not known to the researchers.

Original languageEnglish
Pages (from-to)307-312
Number of pages6
JournalJournal of Applied Statistics
Volume18
Issue number3
DOIs
Publication statusPublished - 1991
Externally publishedYes

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