Research graph
References from Robustifying Glejser test of heteroskedasticity. Local targets link to admitted publications; unresolved targets remain external evidence.
A study of several new and existing tests for heteroskedasticity in the general linear model
10.1016/0304-4076(84)90026-5 · 1984 · External reference
Market models and heteroskedasticity of residual security returns
10.2307/1391857 · 1983 · External reference
Tests for heteroskedasticity, nonlinearity
10.1214/aos/1176344124 · 1978 · External reference
A simple test for heteroskedasticity and random coefficient variation
10.2307/1911963 · 1979 · External reference
A new test of heteroskedasticity
10.2307/2283741 · 1969 · External reference
Unresolved reference
External reference
10.1016/s0304-4076(00)00016-6
10.1016/s0304-4076(00)00016-6 · External reference
Robust test for heteroskedasticity based on regression quantiles
10.2307/1912528 · 1982 · External reference
Asymmetric least squares estimation and testing
10.2307/1911031 · 1987 · External reference
Unresolved reference
External reference
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
10.2307/1912934 · 1980 · External reference
