A note on Studentizing a test for heteroscedasticity
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Cites work
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Cited in
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- Testing for heteroskedasticity in fixed effects models
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- Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity
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- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity
- Resurrecting weighted least squares
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