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Communications in Statistics - Simulation and Computation Volume 14, 1985 - Issue 4
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Original Articles

A suggestion for measuring heteroskedasticity

Peter E. Kennedy Economics Department, Simon Fraser University, Burnaby, B.C, V5A 1S6, Canada
Pages 845-851 | Received 01 Jun 1985, Published online: 27 Jun 2007

Citations (4)

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Read on this site (3)

Stanislaus S. Uyanto. (2022) Monte Carlo power comparison of seven most commonly used heteroscedasticity tests. Communications in Statistics - Simulation and Computation 51:4, pages 2065-2082.
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Walter Sudmant & Peter Kennedy. (1990) On inference in the presence of heteroskedasticity without replicated observations. Communications in Statistics - Simulation and Computation 19:2, pages 491-504.
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B Senyo & S. K. Adjibolosoo. (1989) Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae. Communications in Statistics - Theory and Methods 18:9, pages 3451-3462.
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Articles from other publishers (1)

Xiaojun Song & Abderrahim Taamouti. (2021) A nonparametric measure of heteroskedasticity. Journal of Statistical Planning and Inference 212, pages 45-68.
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