Glejser's test revisited

JAF Machado; JMCS Silva

doi:10.1016/S0304-4076(00)00016-6

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Journal article

Peer reviewed

Glejser's test revisited

JAF Machado and JMCS Silva

JOURNAL OF ECONOMETRICS, Vol.97(1), pp.189-202

01/07/2000

DOI: https://doi.org/10.1016/S0304-4076(00)00016-6

Abstract

Social Sciences

Science & Technology

Physical Sciences

Economics

Mathematics

Interdisciplinary Applications

Social Sciences

Mathematical Methods

Business & Economics

Mathematics

Mathematical Methods In Social Sciences

ECONOMICS

MATHEMATICS

INTERDISCIPLINARY APPLICATIONS

SOCIAL SCIENCES

MATHEMATICAL METHODS

conditional symmetry

Glejser test

heteroskedasticity

regression quantiles

LEAST-SQUARES ESTIMATION

HETEROSCEDASTICITY

HETEROSKEDASTICITY

MODEL

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Title: Glejser's test revisited
Creators: JAF Machado
JMCS Silva
Publication Details: JOURNAL OF ECONOMETRICS, Vol.97(1), pp.189-202
Publisher: ELSEVIER SCIENCE SA
Date published: 01/07/2000
Date submitted: 16/05/2017
Identifiers: 99512487702346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

Glejser's test revisited

Abstract

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