Authors : O.A. Fasoranbaku , O.E. Olubusoye and J.O. Ogundele
Abstract: This study uses Monte Carlo Experimentation to investigate the power of Glejser test when heteroscedasticity structures are mis-specified. The study considered four cases of functional misspecification. The result shows that Glejser test works as expected for all the four functional forms except for form 1/x.
O.A. Fasoranbaku , O.E. Olubusoye and J.O. Ogundele , 2007. Relative Power of Glejser Test When Some Heteroscedasticity Structures Are Misspecified . Pakistan Journal of Social Sciences, 4: 221-223.