Glejser's test revisited (Q1580345): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Glejser's test revisited	scientific article

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scholarly article

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Glejser's test revisited (English)

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zbMATH Open document ID

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10.1016/S0304-4076(00)00016-6

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Journal of Econometrics

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publication date

3 October 2001

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

conditional symmetry

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regression quantiles

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Glejser test

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heteroskedasticity

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MaRDI profile type

MaRDI publication profile

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A Simple Test for Heteroscedasticity and Random Coefficient Variation

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Misspecification tests and their uses in econometrics

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Some results on the Glejser and Koenker tests for heteroskedasticity

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The robustness, reliabiligy and power of heteroskedasticity tests

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Robustifying Glejser test of heteroskedasticity

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Asymptotic relations of M-estimates and R-estimates in linear regression model

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A note on Studentizing a test for heteroscedasticity

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Regression Quantiles

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Robust Tests for Heteroscedasticity Based on Regression Quantiles

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Asymmetric Least Squares Estimation and Testing

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Trimmed Least Squares Estimation in the Linear Model

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Mathematics(1 entry)

mardi Publication:1580345

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