Evaluation of the Goldfeld-Quandt test and alternatives

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buir.advisorZaman, Asad
dc.contributor.authorTomak, Kerem
dc.date.accessioned2016-01-08T20:11:45Z
dc.date.available2016-01-08T20:11:45Z
dc.date.issued1994
dc.descriptionAnkara : Department of Economics and the Institute of Economics and Social Sciences Bilkent Univ., 1994.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1994.en_US
dc.descriptionIncludes bibliographical references leaves 48-50en_US
dc.description.abstractIn this study, the widely used Coldfeld-C^uandt test for lieterosk('da.sticity in the linear regression model is evaluated. VV(' reduce the dimension of the data spa.ce that is needed lor tin' computaticui of tlu' t('sts. VVe tlu'ii compa.r(‘ the pi'rformaiK'es of tin' Likelihood Ratio and tin* Cloldh'ld-C^uandt tests by using stringency measure. The problem of analytically non-tractable distribution function in the case of the Likelihood Ratio test is overcome by employing Monte Carlo methods. It is observed that the Likelihood Ratio test is better in most of the cases than the Goldfeld-Quandt test.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T20:11:45Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityTomak, Keremen_US
dc.format.extent50 leavesen_US
dc.identifier.urihttp://hdl.handle.net/11693/17600
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectIleteroskedasticityen_US
dc.subjectlinear r('gr('ssion modelen_US
dc.subjectColdfeld-Quandt testen_US
dc.subjectstringency measureen_US
dc.subjectLikelihood liatio testen_US
dc.subjectMonte Carlo methodsen_US
dc.subjectKullbackLiebler Distanceen_US
dc.subject.lccQA277 .T66 1994en_US
dc.subject.lcshStatistical hypothesis testing.en_US
dc.subject.lcshMonte Carlo method.en_US
dc.subject.lcshSampling (Statistics)en_US
dc.subject.lcshRegression analysis.en_US
dc.titleEvaluation of the Goldfeld-Quandt test and alternativesen_US
dc.typeThesisen_US
thesis.degree.disciplineEconomics
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMA (Master of Arts)

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