A New Test for Heteroskedasticity-Reference-Cited by-同舟云学术

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A New Test for Heteroskedasticity

Published:1969-03 Issue:325 Volume:64 Page:316-323
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Glejser H.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/01621459.1969.10500976

Reference3 articles.

1. Goldberger, A. S. 1963.Econometric Theory, 235–236. New York: John Wiley and Sons.

2. Some Tests for Homoscedasticity

3. Estimation with Heteroscedastic Error Terms

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