Robustifying Glejser test of heteroskedasticity
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Publication:1580344
DOI10.1016/S0304-4076(99)00061-5zbMath0951.62023MaRDI QIDQ1580344
Publication date: 13 September 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
62J05: Linear regression; mixed models
62H15: Hypothesis testing in multivariate analysis
62F35: Robustness and adaptive procedures (parametric inference)
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Cites Work
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Asymmetric Least Squares Estimation and Testing
- A study of several new and existing tests for heteroscedasticity in the general linear model
- Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
- Glejser's test revisited
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
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