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Glejser's test revisited

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  • Machado, Jose A. F.
  • Silva, J. M. C. Santos

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 97 (2000)
Issue (Month): 1 (July)
Pages: 189-202

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Handle: RePEc:eee:econom:v:97:y:2000:i:1:p:189-202

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. José M.R. Murteira & Esmeralda A. Ramalho & Joaquim J.S. Ramalho, 2013. "Heteroskedasticity Testing Through a Comparison of Wald Statistics," CEFAGE-UE Working Papers 2013_06, University of Evora, CEFAGE-UE (Portugal).
  2. Furno, Marilena, 2001. "LAD estimation with random coefficient autocorrelated errors," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 511-523, June.
  3. Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sousa, Ricardo M., 2014. "Energy prices and CO2 emission allowance prices: A quantile regression approach," Energy Policy, Elsevier, vol. 70(C), pages 201-206.
  4. Iwata, Shinichiro & Sumita, Kazuto & Fujisawa, Mieko, 2012. "Price competition in the spatial real estate market: Allies or rivals?," MPRA Paper 37438, University Library of Munich, Germany.
  5. Andini, Monica & Andini, Corrado, 2014. "Finance, growth and quantile parameter heterogeneity," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 308-322.
  6. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011. "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers 2011-05, GEMF - Faculdade de Economia, Universidade de Coimbra.

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