A monte carlo evaluation of the power of some tests for heteroscedasticity

Griffiths, W ESurekha, K2011-01-242011-01-241986Journal of Econometrics, V31, IS:2, P219-231http://hdl.handle.net/10263/973enHeteroscedasticityBamsetGoldfeld-quandt testA monte carlo evaluation of the power of some tests for heteroscedasticityArticle