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An extension of a standard test for heteroskedasticity to a systems framework

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  • Kelejian, Harry H.

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  • Kelejian, Harry H., 1982. "An extension of a standard test for heteroskedasticity to a systems framework," Journal of Econometrics, Elsevier, vol. 20(2), pages 325-333, November.
    • Handle: RePEc:eee:econom:v:20:y:1982:i:2:p:325-333
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    Cited by:

    1. Enache Cosmin, 2013. "Adverse Incentive Effects of the Unemployment Benefit Level in Romania," Scientific Annals of Economics and Business, Sciendo, vol. 60(1), pages 54-66, July.
    2. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
    3. Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 56(4), pages 285-315.
    4. Ansgar Belke & Robert Czudaj, 2010. "Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques," Ruhr Economic Papers 0171, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
    5. Marianna Belloc, 2007. "Protection for Sale in the EU," Working Papers in Public Economics 100, Department of Economics and Law, Sapienza University of Roma.
    6. Bin Chen & Jinho Choi & Juan Carlos Escanciano, 2017. "Testing for fundamental vector moving average representations," Quantitative Economics, Econometric Society, vol. 8(1), pages 149-180, March.
    7. Irz, Xavier T. & Niemi, Jyrki S. & Xing, Liu, 2011. "Determinants Of Food Price Inflation In Finland," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114460, European Association of Agricultural Economists.
    8. Piotr Wdowiński, 2011. "Model monetarny kursu równowagi złoty/euro: analiza kointegracyjna," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 67-86.
    9. David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Econometrics, MDPI, vol. 9(4), pages 1-14, December.
    10. Irz, Xavier & Niemi, Jyrki & Liu, Xing, 2013. "Determinants of food price inflation in Finland—The role of energy," Energy Policy, Elsevier, vol. 63(C), pages 656-663.
    11. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5.
    12. repec:zbw:rwirep:0171 is not listed on IDEAS
    13. Carlos Guerrero de Lizardi, 2006. "Thirlwall´s law with an emphasis on the ratio of export/import income elasticities in Latin American economies during the Twentieth Century," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 21(1), pages 23-44.
    14. Fatemeh Nazifi & George Milunovich, 2010. "Measuring the Impact of Carbon Allowance Trading on Energy Prices," Energy & Environment, , vol. 21(5), pages 367-383, September.
    15. Kelejian, Harry H. & Robinson, Dennis P., 1992. "Spatial autocorrelation : A new computationally simple test with an application to per capita county police expenditures," Regional Science and Urban Economics, Elsevier, vol. 22(3), pages 317-331, September.

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