Simultaneous testing of regression disturbances for heteroscedasticity and non-normality

K. P. Kalirajan; S. K.W. Jayasuriya

doi:10.1080/02664769100000029

Simultaneous testing of regression disturbances for heteroscedasticity and non-normality

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

Research output: Contribution to journal › Article › Research › peer-review

1 Citation (Scopus)

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 language	English
Pages (from-to)	307-312
Number of pages	6
Journal	Journal of Applied Statistics
Volume	18
Issue number	3
DOIs	https://doi.org/10.1080/02664769100000029
Publication status	Published - 1991
Externally published	Yes

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title = "Simultaneous testing of regression disturbances for heteroscedasticity and non-normality",

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.",

author = "Kalirajan, \{K. P.\} and Jayasuriya, \{S. K.W.\}",

year = "1991",

doi = "10.1080/02664769100000029",

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journal = "Journal of Applied Statistics",

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AU - Jayasuriya, S. K.W.

PY - 1991

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N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/84945773686

U2 - 10.1080/02664769100000029

DO - 10.1080/02664769100000029

M3 - Article

AN - SCOPUS:84945773686

SN - 0266-4763

VL - 18

SP - 307

EP - 312

JO - Journal of Applied Statistics

JF - Journal of Applied Statistics

IS - 3

ER -

Simultaneous testing of regression disturbances for heteroscedasticity and non-normality

Abstract

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