Monday, July 21, 2014

Methods to test for the presence of Heteroscedasticity:

There are several methods to test for the presence of Heteroscedasticity:

1. Park test
2. Glejser test (1969)
3. White test
4. Breusch-Pagan test
5. Goldfeld-Quandt test
6. Cook- Weisberg test
7. Harrison-McCabe test
8. Brown-Forsythe test
9. White’s General Heteroscedasticity Test

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