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What Do Heteroskedasticity Tests Detect?

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  • Dutta, J. & Zaman, A., 1989. "What Do Heteroskedasticity Tests Detect?," Papers fb-89-10, Columbia - Graduate School of Business.
    • Handle: RePEc:fth:colubu:fb-89-10
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    Cited by:

    1. Maasoumi, Esfandiar & Zaman, Asad & Ahmed, Mumtaz, 2010. "Tests for structural change, aggregation, and homogeneity," Economic Modelling, Elsevier, vol. 27(6), pages 1382-1391, November.
    2. Zaman, Asad, 1995. "On the inconsistency of the Breusch-Pagan test," MPRA Paper 9904, University Library of Munich, Germany.

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