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The Canadian Journal of Statistics / La Revue Canadienne de Statistique Threshold autoregressive models are widely used in time-series applications. When building or using such a model, it is ...

Testing for heteroscedasticity is a common diagnostic practice in regression analysis. Depending upon the outcome of the test, the model is either estimated by OLS or WLS. The results of a Monte Carlo ...

One of the key assumptions of the ordinary regression model is that the errors have the same variance throughout the sample. This is also called the homoscedasticity ...

The SPEC option performs a model specification test. The null hypothesis for this test maintains that the errors are homoscedastic, independent of the regressors and that several technical assumptions ...