An extension of a standard test for heteroskedasticity to a systems framework

DOI10.1016/0304-4076(82)90023-9zbMATH Open0539.62125OpenAlexW2040104095MaRDI QIDQ794130FDOQ794130

Authors: Harry H. Kelejian 

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90023-9

zbMATH Keywords

simultaneous equation frameworktest for heteroskedasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Instrumental Variables Regression with Independent Observations
• A note on a heteroscedastic model
• The structure of simultaneous equations estimators
• Title not available (Why is that?)

Cited In (2)

• Some results on the Glejser and Koenker tests for heteroskedasticity
• Testing for multivariate heteroscedasticity

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