Publication details

Tests of Heteroskedasticity and Eventual Conflicts among Them

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Authors

MORAVANSKÝ Dalibor NĚMEC Daniel

Year of publication 2005
Type Article in Proceedings
Conference Proceedings of the 23rd International Conference Mathematical Methods in Economics 2005
MU Faculty or unit

Faculty of Economics and Administration

Citation
Field Economy
Keywords Heteroskedasticity; Statistical testing; verification; econometric analysis
Description The contribution presents results of the author's recent experience with te use of some tests of heteroskedasticity - Goldfeld-Quandt, Glejser,White's general,Breusch-Pagan and Koenker-Basset.First application refers to the investigation of the variability of university teachers'wages,while the second is the simulation study bringing knowledge of how often and how much the results of tests may differ when applied to samples of different sizes. Some comments and properties of these tests relating to problems solved,which were met during applications are also amended.
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