Some results on the Glejser and Koenker tests for heteroskedasticity
type: Item
instance of: scholarly article
title: Some results on the Glejser and Koenker tests for heteroskedasticity
zbMATH Open document ID: 0936.62074
DOI: 10.1016/0304-4076(94)01723-9
author: L. G. Godfrey
published in: Journal of Econometrics
publication date: 1996-07-15T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 890004
zbMATH Keywords: score test
zbMATH Keywords: Glejser test
zbMATH Keywords: nonnormality
zbMATH Keywords: heteroskedasticity
describes a project that uses: Microfit
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01723-9
OpenAlex ID: W2024042203
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description: scientific article; zbMATH DE number 890004