variance testing

  1. M

    Hypothesis Test for Unequal Variance When Populations are not Normally Distributed

    Hello, I have a situation where I would like to test the hypothesis that the variance of population one is great than the variance of population two. The two samples taken are known to come from populations that are not normally distributed. Also, there doesn't appear to be any symmetry in...
  2. J

    Causality test

    Do you know what is the "Hafner and Herwartz" causality-in-variance test, or else called LM-GARCH? And how you run it on eviews (or gretl)? If I have understood it well, it is a Granger causality test between Garch standardized residuals. Is this correct? Any help would be very much...
  3. C

    Testing homogeneity of variances across replicates

    Hi, I would like to receive any advice on the following question: If one wants to test that variances are homogenous among a certain number of population samples a possibility is to use the Levene’s test. But if I have several independent samples of each of those populations (for...