Hostname: page-component-8448b6f56d-t5pn6 Total loading time: 0 Render date: 2024-04-25T01:41:21.365Z Has data issue: false hasContentIssue false
  • English
  • Français

Asymptotic Properties of Tests for Heteroskedasticity

Published online by Cambridge University Press:  11 February 2009

Jeffrey M. Wooldridge
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Information
Econometric Theory , Volume 11 , Issue 2 , February 1995 , pp. 399 - 400
Copyright
Copyright © Cambridge University Press 1995

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Breusch, T.S. & Pagan, A.R. (1979) A simple test for heteroskedasticity and random coefficient variation. Econometrica 47, 1287–1294.10.2307/1911963CrossRefGoogle Scholar
Koenker, R. (1981) A note on studentizing a test for heteroskedasticity. Journal of Econometrics 17, 107–112.CrossRefGoogle Scholar
White, H. (1980) A heteroskedasticity consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48, 817–838.CrossRefGoogle Scholar
Wooldridge, J.M. (1991) On the application of robust, regression-based diagnostics to models of conditional means and conditional variances. Journal of Econometrics 47, 5–46.10.1016/0304-4076(91)90076-PCrossRefGoogle Scholar