An omnibus test for heteroskedasticity

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 106
Issue: 1
Pages: 22-24

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Tests for heteroskedasticity in the classical linear regression framework typically require the researcher to specify the form of variance heterogeneity. This paper proposes a simulation-based test with power to detect unspecified forms of heteroskedasticity.

Technical Details

RePEc Handle
repec:eee:ecolet:v:106:y:2010:i:1:p:22-24
Journal Field
General
Author Count
1
Added to Database
2026-01-25