A Simple Test for Heteroscedasticity and Random Coefficient Variation

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

Computing the distribution of quadratic forms in normal variables

1961 • 1,147 citations

Estimating Regression Models with Multiplicative Heteroscedasticity

1976 • 905 citations

On the Distribution of the Likelihood Ratio

1954 • 776 citations

Nonlinear Methods in Econometrics.

1973 • 675 citations

Some Tests for Homoscedasticity

1965 • 661 citations

A New Test for Heteroskedasticity

1969 • 524 citations

Some Estimators for a Linear Model With Random Coefficients

1968 • 504 citations

The Lagrangian Multiplier Test

1959 • 441 citations

Estimation with Heteroscedastic Error Terms

1966 • 411 citations

A note on a heteroscedastic model

1977 • 131 citations

Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models

1975 • 130 citations

On asymptotic tests of composite hypotheses in nonstandard conditions

1974 • 120 citations

Likelihood ratio and associated test criteria

1971 • 112 citations

Estimation in a Heteroscedastic Regression Model

1968 • 88 citations

A Note on Residual Heterovariance and Estimation Efficiency in Regression

1966 • 26 citations

Grouping Estimators on Heteroscedastic Data

1968 • 14 citations