whitestrap0.0.1 package

White Test and Bootstrapped White Test for Heteroskedasticity

Formal implementation of White test of heteroskedasticity and a bootstrapped version of it, developed under the methodology of Jeong, J., Lee, K. (1999) <https://yonsei.pure.elsevier.com/en/publications/bootstrapped-whites-test-for-heteroskedasticity-in-regression-mod>.

  • Maintainer: Jorge Lopez Perez
  • License: MIT + file LICENSE
  • Last published: 2020-06-04