Robustifying Glejser test of heteroskedasticity

Journal of Econometrics

Volumn 97, Issue 1, 2000, Pages 179-188

  Im, Kyung So ^a  

^a WICHITA STATE UNIVERSITY   (United States)

Author keywords

Glejser test; Heteroskedasticity; Size

Indexed keywords

EID: 0345991532     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00061-5     Document Type: Article

References (11)

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