A note on studentizing a test for heteroscedasticity

A Simple Test for Heteroscedasticity and Random Coefficient Variation

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

Social Sciences, Economics, Econometrics +14

Robust Tests for Heteroscedasticity Based on Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1982 · 1.6K citations

Business, Finance, Econometrics +13

NON-NORMALITY AND TESTS ON VARIANCES

George E. P. Box · Biometrika · 1953 · 1.2K citations

Natural Sciences, Biostatistics, Psychometrics +6

Nonlinear Methods in Econometrics.

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

Social Sciences, Business Economics, Economics +12

A survey of sampling from contaminated distributions

John W. Tukey · Medical Entomology and Zoology · 1960 · 650 citations

Natural Sciences, Mathematics, Probability Theory +8