A note on studentizing a test for heteroscedasticity
- 1 September 1981
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 17 (1) , 107-112
- https://doi.org/10.1016/0304-4076(81)90062-2
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- On Robust Tests for HeteroscedasticityThe Annals of Statistics, 1981
- A Simple Test for Heteroscedasticity and Random Coefficient VariationEconometrica, 1979
- Using Residuals Robustly I: Tests for Heteroscedasticity, NonlinearityThe Annals of Statistics, 1978
- A note on a heteroscedastic modelJournal of Econometrics, 1977
- NON-NORMALITY AND TESTS ON VARIANCESBiometrika, 1953