In statistics, heteroskedasticity (or heteroscedasticity) happens when the standard errors of a variable, monitored over a specific amount of time, are non-constant. With heteroskedasticity, the ...

We propose a new test for heteroscedasticity in parametric and partial linear regression models in multidimensional spaces. When the dimension of the covariates is large, or even moderate, existing ...

Two variants of a test for heteroscedasticity based on ordinary least squares residuals are proposed: a bounds test and an "exact" test. Both variants are parametric and make use of tables of the F ...