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

DOI10.1016/0304-4076(82)90023-9MaRDI QIDQ794130zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3509645 (Why is no real title available?)
• scientific article; zbMATH DE number 3599370 (Why is no real title available?)
• scientific article; zbMATH DE number 3366405 (Why is no real title available?)
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A note on a heteroscedastic model
• Instrumental Variables Regression with Independent Observations
• The structure of simultaneous equations estimators

Cited in

(3)

• Some results on the Glejser and Koenker tests for heteroskedasticity
• A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity
• Testing for multivariate heteroscedasticity

This page was built for publication: An extension of a standard test for heteroskedasticity to a systems framework

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q794130)