Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Contact and support
Need help, have a question, or want to contact the ResearchHub team?
© 2026 ResearchHub. Built for responsible scholarly connection.
Kyung So Im
Abstract
Rights: UNKNOWN · https://www.elsevier.com/tdm/userlicense/1.0/ · Source: journal-auto-sync:external:CROSSREF_ISSN
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
unpaywall
Confidence 95%
datacite
Confidence 0%
No local reference links have been materialized yet.
No local citing links have been materialized yet.
A study of several new and existing tests for heteroskedasticity in the general linear model
10.1016/0304-4076(84)90026-5 · 1984
Market models and heteroskedasticity of residual security returns
10.2307/1391857 · 1983
Tests for heteroskedasticity, nonlinearity
10.1214/aos/1176344124 · 1978
A simple test for heteroskedasticity and random coefficient variation
10.2307/1911963 · 1979
A new test of heteroskedasticity
10.2307/2283741 · 1969
Unresolved referenced work
Kept as external metadata until matched
10.1016/s0304-4076(00)00016-6
10.1016/s0304-4076(00)00016-6
Robust test for heteroskedasticity based on regression quantiles
10.2307/1912528 · 1982
Asymmetric least squares estimation and testing
10.2307/1911031 · 1987
Unresolved referenced work
Kept as external metadata until matched
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
10.2307/1912934 · 1980
No additional external references are available.