A study of several new and existing tests for heteroscedasticity in the general linear model

Author:

Ali Mukhtar M.,Giaccotto Carmelo

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference25 articles.

1. Market models and heteroscedasticity of residual security returns;Barone-Adesi;Journal of Business and Economic Statistics,1983

2. Using residuals robustly I: Tests for heteroscedasticity, nonlinearity;Bickel;Annals of Statistics,1978

3. A simple test for heteroscedasticity and random coefficient variation;Breusch;Econometrica,1979

4. Tests for additive heteroscedasticity: Goldfeld and Quandt revisited;Buse,1982

5. A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data;Conover;Technometrics,1981

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3. Monte Carlo power comparison of seven most commonly used heteroscedasticity tests;Communications in Statistics - Simulation and Computation;2019-11-20

4. Small consequences of a major agreement: the MILA case;Academia Revista Latinoamericana de Administración;2018-09-13

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