A new class of tests for heteroscedasticity in linear models based on the regression quantile statistics of Koenker and Bassett [17] is introduced. In contrast to classical methods based on least-squares residuals, the new tests are robust to departures from Gaussian hypotheses on the underlying error process of the model.
MLA
Bassett, Gilbert, et al. “Robust Tests for Heteroscedasticity Based on Regression Quantiles.” Econometrica, vol. 50, .no 1, Econometric Society, 1982, pp. 43-62, https://www.jstor.org/stable/1912528
Chicago
Bassett, Gilbert, Jr., and Roger Koenker. “Robust Tests for Heteroscedasticity Based on Regression Quantiles.” Econometrica, 50, .no 1, (Econometric Society: 1982), 43-62. https://www.jstor.org/stable/1912528
APA
Bassett, G., , J., & Koenker, R. (1982). Robust Tests for Heteroscedasticity Based on Regression Quantiles. Econometrica, 50(1), 43-62. https://www.jstor.org/stable/1912528
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