We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric … genuine (quasi) score vector is available, the AQS-OPMD method leads to finite sample improved tests over the usual methods … proposed AQS-OPMD method provides feasible solutions. The AQS tests are formally derived and asymptotic properties examined for …

This paper introduces an estimation procedure for a random effects probit model in presence of heteroskedasticity and a … likelihood ratio test for homoskedasticity. The cases where the heteroskedasticity is due to individual effects or idiosyncratic … heteroskedasticity. Furthermore, the power of the test increases with larger individual and time dimensions. The robustness analysis …

conditions (with or without a unit root), and error characteristics (homoskedasticity or heteroskedasticity of different forms …

In panel data econometrics the Hausman test is of central importance to select an e?cient estimator of the models … robust under cross sectional or time heteroskedasticity and inhomogeneous patterns of serial correlation. A Monte Carlo study …