Testing for multiplicative heteroskedasticity
- 1 October 1978
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 8 (2), 227-236
- https://doi.org/10.1016/0304-4076(78)90031-3
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Estimating Regression Models with Multiplicative HeteroscedasticityEconometrica, 1976
- A comparison of the power of some tests for heteroskedasticity in the general linear modelJournal of Econometrics, 1974
- Estimation with Heteroscedastic Error TermsEconometrica, 1966
- Computing the distribution of quadratic forms in normal variablesBiometrika, 1961
- The Lagrangian Multiplier TestThe Annals of Mathematical Statistics, 1959
- Partial Time Regressions as Compared with Individual TrendsEconometrica, 1933