A Simple Test for Heteroscedasticity and Random Coefficient Variation

Breusch, T. S., & Pagan, A. R. (1979). A Simple Test for Heteroscedasticity and Random Coefficient Variation. Econometrica, 47(5), 1287-1294.

Type

Journal article

Intellectual base

Primary research

Year

1979

DOI

10.2307/1911963

Link

https://doi.org/10.2307/1911963

Cited by

1 citation across 1 artifact.

Domain-specific

• Homoscedasticity and heteroscedasticity
  • The entry is analytical rather than prescriptive: heteroscedasticity does not automatically invalidate a coefficient estimate, and the appropriate response depends on the estimand and assumptions.

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Registry ID ref:f78b652f4e7c · see in the full table