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Heteroscedasticity of residuals: a non-parametric alternative to the goldfeld-quandt peak test - MaRDI portal

Heteroscedasticity of residuals: a non-parametric alternative to the goldfeld-quandt peak test (Q90723)

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scientific article
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Heteroscedasticity of residuals: a non-parametric alternative to the goldfeld-quandt peak test
scientific article

    Statements

    10
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    8
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    795-808
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    January 1981
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    1981
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    Heteroscedasticity of residuals: a non-parametric alternative to the goldfeld-quandt peak test (English)
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    Goldfeld-Quandt peak test
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    Theil residuals
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    least squares
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    homoscedasticity
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    trend test
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