TESTING FOR HETEROSCEDASTICITY IN SIMULTANEOUS EQUATION MODELS

[1] BOUMAN J, 1971, 7104 ER U EC I REP

[2] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[3] TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS [J]. BIOMETRIKA, 1957, 44 (3-4) : 370 - 377

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

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

[6] Godfrey LG, 1978, J ECONOMETRICS, V8, P227, DOI [10.1016/0304-4076(78)90031-3, DOI 10.1016/0304-4076(78)90031-3]

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

[8] Goldfeld SM, 1972, NONLINEAR METHODS EC

[9] ESTIMATING REGRESSION-MODELS WITH MULTIPLICATIVE HETEROSCEDASTICITY [J]. ECONOMETRICA, 1976, 44 (03) : 461 - 465

[10] TESTING FOR SERIAL-CORRELATION IN SIMULTANEOUS EQUATION MODELS [J]. ECONOMETRICA, 1980, 48 (03) : 747 - 759

[1] BOUMAN J, 1971, 7104 ER U EC I REP

[2] SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J]. ECONOMETRICA, 1979, 47 (05) : 1287 - 1294

[3] TESTING FOR SERIAL CORRELATION IN SYSTEMS OF SIMULTANEOUS REGRESSION EQUATIONS [J]. BIOMETRIKA, 1957, 44 (3-4) : 370 - 377

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

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

[6] Godfrey LG, 1978, J ECONOMETRICS, V8, P227, DOI [10.1016/0304-4076(78)90031-3, DOI 10.1016/0304-4076(78)90031-3]

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

[8] Goldfeld SM, 1972, NONLINEAR METHODS EC

[9] ESTIMATING REGRESSION-MODELS WITH MULTIPLICATIVE HETEROSCEDASTICITY [J]. ECONOMETRICA, 1976, 44 (03) : 461 - 465

[10] TESTING FOR SERIAL-CORRELATION IN SIMULTANEOUS EQUATION MODELS [J]. ECONOMETRICA, 1980, 48 (03) : 747 - 759