What Do Heteroskedasticity Tests Detect?
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References listed on IDEAS
- Huizinga, John & Mishkin, Frederic S., 1986.
"Monetary policy regime shifts and the unusual behavior of real interest rates,"
Carnegie-Rochester Conference Series on Public Policy,
Elsevier, pages 231-274.
- John Huizinga & Frederic S. Mishkin, 1985. "Monetary Policy Regime Shifts and the Unusual Behavior of Real Interest Rates," NBER Working Papers 1678, National Bureau of Economic Research, Inc.
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- V. Vance Roley, 1986. "The Response of Interest Rates to Money Announcements under Alternative Operating Prosedures and Reserve Requirement Systems," NBER Working Papers 1812, National Bureau of Economic Research, Inc.
- Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
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- Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
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Keywordstests ; heteroskedasticity ; econometrics;
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