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

DOI10.1016/0304-4076(82)90023-9zbMath0539.62125OpenAlexW2040104095MaRDI QIDQ794130

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)

Related Items (2)

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

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• The structure of simultaneous equations estimators
• A note on a heteroscedastic model
• Instrumental Variables Regression with Independent Observations

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