We show that the standard consistent test for testing the null of conditional homoskedasticity (against conditional heteroskedasticity) can be generalized to a time-series regression model with weakly ...

Linear regression is a type of data analysis that considers the linear relationship between a dependent variable and one or more independent variables. It is typically used to visually show the ...

It's easy to run a regression in Excel. The output contains a ton of information but you only need to understand a few key data points to make sense of your regression. You need the Analysis Toolpak ...

In this paper we propose a new nonparametric test for conditional heteroskedasticity based on a measure of nonparametric goodness-of-fit (R 2 ) that is obtained from the local polynomial regression of ...