Key points are not available for this paper at this time.
A class of parametric for heteroscedasticity in linear models is discussed. For models with nonstochastic regressors, new exact within this class are suggested which utilize existing tables of the distribution of the von Neumann ratio and of the Durbin-Watson bounding ratios. Bound tests for heteroscedasticity in least squares regression are proposed. A rigorous treatment of within this class for heteroscedasticity in the errors of structural relations in dynamic simultaneous equations models is provided.
Jerzy Szroeter (Wed,) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: