Robust Tests for Heteroscedasticity Based on Regression Quantiles

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

A Simple Test for Heteroscedasticity and Random Coefficient Variation

Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.4K citations

Social Sciences, Economics, Econometrics +14

Estimating Regression Models with Multiplicative Heteroscedasticity

Andrew Harvey · Econometrica · 1976 · 957 citations

Social Sciences, Biostatistics, Econometrics +12

Nonparametric Statistical Data Modeling

Emanuel Parzen · Journal of the American Statistical Association · 1979 · 711 citations

Natural Sciences, Data Science, Econometrics +16

Testing for multiplicative heteroskedasticity

L. G. Godfrey · Journal of Econometrics · 1978 · 288 citations

Social Sciences, Business Economics, Econometrics +7