RCEV heteroscedasticity test based on the studentized residuals

Celik, R

Celik, R (reprint author), Yildiz Tech Univ, Dept Stat, Istanbul, Turkey.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019; 48 (13): 3258

Abstract

All the usual heteroscedasticity tests in the statistics and econometrics literature are based on raw residuals. Although the raw residuals are hetero......

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