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A comparison of the power of some tests for heteroskedasticity in the general linear model

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  • Harvey, A. C.
  • Phillips, G. D. A.

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  • Harvey, A. C. & Phillips, G. D. A., 1974. "A comparison of the power of some tests for heteroskedasticity in the general linear model," Journal of Econometrics, Elsevier, vol. 2(4), pages 307-316, December.
    • Handle: RePEc:eee:econom:v:2:y:1974:i:4:p:307-316
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    Cited by:

    1. Lumsdaine, Robin L. & Ng, Serena, 1999. "Testing for ARCH in the presence of a possibly misspecified conditional mean," Journal of Econometrics, Elsevier, vol. 93(2), pages 257-279, December.
    2. R Dunn, 1982. "Parameter Instability in Models of Local Unemployment Responses," Environment and Planning A, , vol. 14(1), pages 75-94, January.
    3. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
    4. Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
    5. Katherine A. Duliba & Robert J. Kauffman & Henry C. Lucas, 2001. "Appropriating Value from Computerized Reservation System Ownership in the Airline Industry," Organization Science, INFORMS, vol. 12(6), pages 702-728, December.
    6. Gignac, Gilles E. & Zajenkowski, Marcin, 2020. "The Dunning-Kruger effect is (mostly) a statistical artefact: Valid approaches to testing the hypothesis with individual differences data," Intelligence, Elsevier, vol. 80(C).
    7. John F. McDonald & Paul J. Prather, 1994. "Suburban Employment Centres: The Case of Chicago," Urban Studies, Urban Studies Journal Limited, vol. 31(2), pages 201-218, March.
    8. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.

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