Ciuiu, Daniel - In: Journal for Economic Forecasting (2010) 2, pp. 231-244
In this paper we will test the homoscedasticity of errors using the Goldfeld-Quandt test and we will classify the points using the explanatory variable by which we sort them. We will also use the Hartley test for the equality of the class error variances (if we have at least two classes). For...