A new test for heteroscedasticity and its application

Authors

  • Erkin I. Bairam University of Otago, Dunedin

DOI:

https://doi.org/10.6092/issn.1973-2201/903

Abstract

In this paper it is shown that using a Box-Cox type specification to test for heteroscedasticity is more appropriate than many other specifications used in the literature.

How to Cite

Bairam, E. I. (1992). A new test for heteroscedasticity and its application. Statistica, 52(2), 233–239. https://doi.org/10.6092/issn.1973-2201/903

Issue

Vol. 52 No. 2 (1992)

Section

Articles

License

Copyright (c) 1992 Statistica

Creative Commons License

This work is licensed under a Creative Commons Attribution 3.0 Unported License.