heteroskedasticity

• It is shown that the asymptotic distribution is nonstandard and depends on nuisance parameters that capture the degree of conditional heteroskedasticity and non-Gaussian nature of the process. —  CiteULike: Everyone's library
• We propose a bootstrap procedure for approximating the exact finite-sample distribution of the test for linearity and establish its asymptotic validity. heteroskedasticity threshold CiteULike organises scholarly (or academic) papers or literature and provides bibliographic (which means it makes bibliographies) for universities and higher education establishments. —  CiteULike: Everyone's library
• Heck, if you use White's correction it doesn't even require you to specify the form of heteroskedasticity. —  RealClimate
• For a start, instead of heteroskedasticity, can we say unequal variance (or similar)? —  RealClimate
• They then attempt to compensate the probable variation in the parameters for heteroskedasticity of the residuals, by assuming that the variance-covariance matrix of the residuals is diagonal. —  RealClimate

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