| Serge Coulombe suggested that the authors check for heteroscedasticity, which is often a problem with pooled cross-sectional data. |
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| Commerce claims that, in reviewing the Nordhaus-Litan study it found heteroscedasticity to be present. |
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| Absolute values of t-statistics are adjusted for heteroscedasticity of errors at a firm level. |
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| We decided on four lags as a reasonable choice, because error autocorrelation and heteroscedasticity problems disappear in these circumstances. |
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| Because of non-linearity and heteroscedasticity of the residual errors, we reanalysed the data after logarithmic transformation of the response variable. |
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| Finally, our identification strategy is valid in the presence of variable simultaneity and data heteroscedasticity. |
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| Residual-based tests include autocorrelation, heteroscedasticity, normality, and specification tests. |
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| The nonparametric distribution-free property of these new tests makes them robust to the presence of conditional heteroscedasticity, heavy tails, and outliers in the loss-differential series. |
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| All expenditures are analyzed using Ordinary Least Squares regressions weighted to reflect the population and to correct for heteroscedasticity. |
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| We used modified Wald-statistic for assessing heteroscedasticity of group variance among remains of the fixed-effects regression model. |
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| The generalized autoregressive heteroscedasticity technique improved the explanatory power of the model. |
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| Standard errors are in parentheses, and are corrected for heteroscedasticity using the procedure developed by White. |
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| As a result, a specification test of heteroscedasticity is performed with null hypothesis being that error terms are homogenous. |
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| Testing for heteroscedasticity in wage changes according to the level of inflation yields a strong rejection of the null hypothesis. |
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| Because we found heteroscedasticity, using a model that requires transforming and retransforming the cost variable would have led to biased estimates. |
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| In fact, the method exploits the presence of heteroscedasticity in asset returns, which, it assumes, is due entirely to changes in the variance of the crisisgenerating country shock. |
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| Furthermore, even if the heteroscedasticity in returns is due to variance changes in the idiosyncratic shock of a single country, there may be more than one candidate for the country of origin. |
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| All regressions control for industry fixed effects, firm size and foreign ownership. t-statistics are adjusted for heteroscedasticity using the Huber-White method. |
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| This paper proposes a class of linear signed rank statistics to test for a random walk with unknown drift in the presence of arbitrary forms of conditional heteroscedasticity. |
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| Finally diagnostic tests are applied to check that the model passes the functional form stability, heteroscedasticity and the serial correlation tests. |
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