Robust Tests for Heteroscedasticity Based on Regression Quantiles
- 1 January 1982
- journal article
- Published by JSTOR in Econometrica
- Vol. 50 (1) , 43
- https://doi.org/10.2307/1912528
Abstract
A new class of tests for heteroscedasticity in linear models based on the regression quantile statistics of Koenker and Bassett [17] is introduced. In contrast ...Keywords
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