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Glejser Test
Econometrics
Statistical Tests
Heteroscedasticity
A statistical test for heteroscedasticity in regression models, checking if the size of random errors increases proportionally to changes in exogenous variables.
Read more about Glejser Test.
Definitions
F-test
F-Test
F-Statistic
Linear Hypothesis
Regression Analysis
Statistical Tests
A comprehensive overview of the F-test, its usage in general linear hypotheses and the F-statistic.
Read more about F-test.
Definitions
Likelihood Ratio Test
Likelihood Ratio Test
Maximum Likelihood Estimation
Statistical Tests
Econometrics
A statistical test for evaluating restrictions on parameters in maximum likelihood estimation
Read more about Likelihood Ratio Test.
Economics Terms Lexicon
Ultimate Dictionary of Economics and Beyond.
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