The full reference list for the diagnostics implemented in this
package is maintained as the help topic
?algorithms_bibliography, which collects the primary source
for every test. The package citation is below.
## To cite heteroTests in publications, please use the entry below. See
## ?algorithms_bibliography for the primary reference behind each test.
##
## Ribeiro D (2025). _heteroTests: Heteroscedasticity Diagnostic Tools_.
## R package version 0.11.2,
## <https://github.com/DiogoRibeiro7/heteroTests>.
##
## See the vignette for a detailed introduction to all diagnostics.
##
## White H (1980). "A Heteroskedasticity-Consistent Covariance Matrix
## Estimator and a Direct Test for Heteroskedasticity." _Econometrica_.
## doi:10.2307/1912934 <https://doi.org/10.2307/1912934>.
##
## Breusch T, Pagan A (1979). "A Simple Test for Heteroscedasticity and
## Random Coefficient Variation." _Econometrica_. doi:10.2307/1911963
## <https://doi.org/10.2307/1911963>.
##
## Koenker R (1981). "A note on studentizing a test for
## heteroscedasticity." _Journal of Econometrics_.
## doi:10.1016/0304-4076(81)90062-2
## <https://doi.org/10.1016/0304-4076%2881%2990062-2>.
##
## Goldfeld S, Quandt R (1965). "Some tests for homoscedasticity."
## _Journal of the American Statistical Association_.
## doi:10.2307/2283047 <https://doi.org/10.2307/2283047>.
##
## Levene H (1960). "Robust Tests for Equality of Variances." In
## _Contributions to Probability and Statistics_, 278-292. Stanford
## University Press, Stanford, CA.
##
## Brown M, Forsythe A (1974). "Robust tests for the equality of
## variances." _Journal of the American Statistical Association_.
## doi:10.1080/01621459.1974.10482955
## <https://doi.org/10.1080/01621459.1974.10482955>.
##
## Fligner M, Killeen T (1976). "Distribution-free two-sample tests for
## scale." _Journal of the American Statistical Association_.
## doi:10.1080/01621459.1976.10481517
## <https://doi.org/10.1080/01621459.1976.10481517>.
##
## Bartlett M (1937). "Properties of sufficiency and statistical tests."
## _Proceedings of the Royal Society of London_.
## doi:10.1098/rspa.1937.0109 <https://doi.org/10.1098/rspa.1937.0109>.
##
## Hartley H (1950). "The maximum F-ratio as a short-cut test for
## heterogeneity of variance." _Biometrika_. doi:10.2307/2332383
## <https://doi.org/10.2307/2332383>.
##
## Engle R (1982). "Autoregressive conditional heteroscedasticity with
## estimates of the variance of United Kingdom inflation."
## _Econometrica_. doi:10.2307/1912773
## <https://doi.org/10.2307/1912773>.
##
## McLeod A, Li W (1983). "Diagnostic checking ARMA time series models
## using squared-residual autocorrelations." _Journal of Time Series
## Analysis_. doi:10.1111/j.1467-9892.1983.tb00373.x
## <https://doi.org/10.1111/j.1467-9892.1983.tb00373.x>.
##
## Cook R, Weisberg S (1983). "Diagnostics for heteroscedasticity in
## regression." _Biometrika_. doi:10.1093/biomet/70.1.1
## <https://doi.org/10.1093/biomet/70.1.1>.
##
## O'Brien R (1979). "A general ANOVA method for robust tests of
## additive models for variances." _Journal of the American Statistical
## Association_. doi:10.1080/01621459.1979.10481047
## <https://doi.org/10.1080/01621459.1979.10481047>.
##
## Cameron A, Trivedi P (1990). "The information matrix test and its
## applied alternative hypotheses." University of California, Davis.
##
## Spearman C (1904). "The proof and measurement of association between
## two things." _The American Journal of Psychology_.
## doi:10.2307/1412159 <https://doi.org/10.2307/1412159>.
##
## Cameron A (1991). "Regression based tests of heteroskedasticity in
## models where the variance depends on the mean." Technical Report
## WP-379, Department of Economics, University of California, Davis.
## <https://cameron.econ.ucdavis.edu/research/regressionbasedtests_heteroskedasticity_ucdwp379.pdf>.
##
## Greene W (2018). _Econometric Analysis_, 8 edition. Pearson.
##
## Wooldridge J (2020). _Introductory Econometrics: A Modern Approach_,
## 7 edition. Cengage Learning.
##
## Davidson R, MacKinnon J (2004). _Econometric Theory and Methods_.
## Oxford University Press.
##
## Godfrey L (1988). _Misspecification Tests in Econometrics_. Cambridge
## University Press.
##
## Fox J, Weisberg S (2019). _An R Companion to Applied Regression_, 3
## edition. Sage Publications.
##
## Kleiber C, Zeileis A (2008). _Applied Econometrics with R_.
## Springer-Verlag.
##
## Efron B, Tibshirani R (1993). _An Introduction to the Bootstrap_.
## Chapman & Hall.
##
## Retrieve citation information within R using citation('heteroTests')
##
## To see these entries in BibTeX format, use 'print(<citation>,
## bibtex=TRUE)', 'toBibtex(.)', or set
## 'options(citation.bibtex.max=999)'.To read the complete bibliography from an R session: