@article{article_112070, title={AN ASYMPTOTIC TEST FOR THE DETECTION OF HETEROSKEDASTICITY}, journal={Istanbul University Econometrics and Statistics e-Journal}, pages={33–44}, year={2011}, author={Yüce, Mehmet}, keywords={Heteroskedasticity,large sample test,regression analysis,violations from the assumptions of classical linear regression model,residual analysis,asymptotic properties,Monte Carlo simulations,the power of the test}, abstract={<p>An asymptotic test for heteroskedasticity has been developed. The test does not rely on any assumption about heteroskedasticity, and introduces two alternative statistics based on the same idea. Power of these two alternative test statistics has been measured by Monte Carlo simulations. For large samples they performed fairly well, whereas for sample sizes ≤ 100, their power was influenced by the structure of the heteroskedasticity <br /> </p>}, number={8}, publisher={Istanbul University}