A statistical test for heteroscedasticity in regression models, checking if the size of random errors increases proportionally to changes in exogenous variables.
A test in the context of linear regression models for examining homoscedasticity against specific forms of heteroscedasticity.
A test for heteroscedasticity applicable when observations can be ordered according to non-decreasing variance.
Exploring the concept of heteroscedasticity in statistical and econometric models, including its definition, implications, detection tests, and methods for managing it.
A diagnostic tool for detecting heteroscedasticity in regression analysis, utilizing regressions of squared OLS residuals.
An entry for understanding Autoregressive Conditional Heteroscedasticity (ARCH) models used in time series analysis in economics.
