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

Principles of Econometrics

E. J. Hannan, Henri Theil · Technometrics · 1973 · 3.2K citations

Principles of Econometrics.

D. G. Champernowne, Henri Theil · The Economic Journal · 1972 · 2.1K citations

Social Sciences, Economics, Econometrics +10

Computing the distribution of quadratic forms in normal variables

J. P. Imhof · Biometrika · 1961 · 1.2K citations · Full text

Natural Sciences, Public Finance, Form-finding +2

Some Tests for Homoscedasticity

Stephen M. Goldfeld, Richard E. Quandt · Journal of the American Statistical Association · 1965 · 671 citations

Natural Sciences, Biostatistics, Econometrics +10

Nonlinear Methods in Econometrics.

Jon Stewart, Stephen M. Goldfeld, Richard E. Quandt · The Economic Journal · 1973 · 659 citations

Social Sciences, Business Economics, Economics +12