A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity

DOI10.1016/0165-1765(83)90085-XzbMATH Open1273.62048OpenAlexW2012706455WikidataQ29391752 ScholiaQ29391752MaRDI QIDQ374864FDOQ374864

Authors: Donald M. Waldman 

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90085-x

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A note on Studentizing a test for heteroscedasticity
• Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
• Testing for multiplicative heteroskedasticity
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• A Simple Test for Heteroscedasticity and Random Coefficient Variation

Cited In (2)

• An improved lagrange multiplier test for heteroskedasticity
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses

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