SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION

[1] AITCHISON J, 1960, J ROY STAT SOC B, V22, P154

[2] Amemiya T, 1977, J ECONOMETRICS, V6, P365, DOI [10.1016/0304-4076(77)90006-9, DOI 10.1016/0304-4076(77)90006-9]

[3] ASYMPTOTIC TESTS OF COMPOSITE HYPOTHESES IN NONSTANDARD CONDITIONS [J]. BIOMETRIKA, 1974, 61 (02) : 291 - 298

[4] ON THE DISTRIBUTION OF THE LIKELIHOOD RATIO [J]. ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (03): : 573 - 578

[5] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &

[6] GEARY RC, 1966, AM STAT, V20, P30

[7] A NEW TEST FOR HETEROSKEDASTICITY [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (325) : 316 - &

[8] Goldberger A. S., 1964, ECONOMETRIC THEORY

[9] SOME TESTS FOR HOMOSCEDASTICITY [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (310) : 539 - 547

[10] Goldfeld SM, 1972, NONLINEAR METHODS EC

[1] AITCHISON J, 1960, J ROY STAT SOC B, V22, P154

[2] Amemiya T, 1977, J ECONOMETRICS, V6, P365, DOI [10.1016/0304-4076(77)90006-9, DOI 10.1016/0304-4076(77)90006-9]

[3] ASYMPTOTIC TESTS OF COMPOSITE HYPOTHESES IN NONSTANDARD CONDITIONS [J]. BIOMETRIKA, 1974, 61 (02) : 291 - 298

[4] ON THE DISTRIBUTION OF THE LIKELIHOOD RATIO [J]. ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (03): : 573 - 578

[5] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES [J]. ECONOMETRICA, 1970, 38 (03) : 410 - &

[6] GEARY RC, 1966, AM STAT, V20, P30

[7] A NEW TEST FOR HETEROSKEDASTICITY [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (325) : 316 - &

[8] Goldberger A. S., 1964, ECONOMETRIC THEORY

[9] SOME TESTS FOR HOMOSCEDASTICITY [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (310) : 539 - 547

[10] Goldfeld SM, 1972, NONLINEAR METHODS EC