The statistical foundations of a class of parametric tests for heteroscedasticity

Author:

Farebrother R.W.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference18 articles.

1. Properties of sufficiency and statistical tests;Barlett;Proceedings of the Royal Society,1937

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

3. A priori fixed covariance matrices of disturbance estimators;Dubbelman;European Economic Review,1972

4. Testing for serial correlation in least squares regression III;Durbin;Biometrika,1971

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1. Heteroscedastic Linear Regression Models;Wiley StatsRef: Statistics Reference Online;2014-09-29

2. Explicit Equations for ACF in Autoregressive Processes In the Presence of Heteroscedasticity Disturbances;Journal of Modern Applied Statistical Methods;2011-11-01

3. Generalized LM tests for functional form and heteroscedasticity;Econometrics Journal;2008-07

4. Heteroskedastic Linear Regression Models;Encyclopedia of Statistical Sciences;2007-08-31

5. Simulation-based finite-sample tests for heteroskedasticity and ARCH effects;Journal of Econometrics;2004-10

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