
@ARTICLE{vonNeumann41,
  author = {J. von Neumann},
  title = {Distribution of the ratio of the mean square successive difference to the variance},
  journal = {The Annals of Mathematical Statistics},
  year = {1941},
  volume = {12},
  number = {4},
  pages = {367--395},
}

@INCOLLECTION{Anscombe61,
	author = {F.J. Anscombe},
	title = {Examination of Residuals},
	booktitle = {Fourth Berkeley Symposium on Mathematical Statistics and Probability June 20-July 30, 1960},
	year = {1961},
	editor={J. Neyman},
	pages = {1--36},
	publisher = {Berkeley: University of California Press}
}

@ARTICLE{Imhof61,
  author = {J.P. Imhof},
  title = {Computing the Distribution of Quadratic Forms in Normal Variables},
  journal = {Biometrika},
  volume = {48},
  number = {3/4},
  year = {1961},
  pages = {419--426},
}

@ARTICLE{Anscombe63,
	author = {F.J. Anscombe and John W. Tukey},
	title = {The Examination and Analysis of Residuals},
	journal = {Technometrics},
	year = {1963},
	volume = {5},
	pages = {141--160},
	number = {2},
}

@ARTICLE{Goldfeld65,
	author = {Stephen M. Goldfeld and Richard E. Quandt},
	title = {Some Tests for Homoscedasticity},
	journal = {Journal of the American Statistical Association},
	year = {1965},
	volume = {60},
	pages = {539--547},
	number = {310},
}

@ARTICLE{Theil65,
	author = {H. Theil},
	title = {The Analysis of Disturbances in Regression Analysis},
	journal = {Journal of the American Statistical Association},
	year = {1965},
	volume = {60},
	pages = {1067--1079},
	number = {312},
}

@ARTICLE{Park66,
	author = {R.E. Park},
	title = {Estimation with Heteroscedastic Error Terms},
	journal = {Econometrica},
	year = {1966},
	volume = {34},
	pages = {888},
	number = {4},
}

@ARTICLE{Anscombe67,
	author = {F.J. Anscombe},
	title = {Topics in the investigation of relations fitted by the method of least squares},
	journal = {Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
	year = {1967},
	volume = {29},
	number = {1},
	pages = {1--52},
}

@BOOK{Hajek67,
  title={Nonparametrics: Statistical Methods Based on Ranks},
  author={Jaroslav Hájek and Zbyněk Šidák},
  publisher={New York: Academic Press},
	year={1967},
}

@ARTICLE{Theil68,
	author = {Henri Theil},
	title = {A Simplification of the {BLUS} Procedure for Analyzing Regression Disturbances},
	journal = {Journal of the American Statistical Association},
	year = {1968},
	volume = {63},
	pages = {242--251},
	number = {321},
}


@ARTICLE{Glejser69,
	author={H. Glejser},
	title={A New Test for Heteroskedasticity},
	journal={Journal of the American Statistical Association},
	year={1969},
	volume={64},
	number={325},
	pages={316--323},
}

@ARTICLE{Ramsey69,
	author={J.B. Ramsey},
	title={Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis},
	journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
	year={1969},
	volume={31},
	number={2},
	pages={350--371},
}

@ARTICLE{Harvey74,
	author={A.C. Harvey and G.D.A. Phillips},
	title={A comparison of the power of some tests for heteroskedasticity in the general linear model},
	journal={Journal of Econometrics},
	year={1974},
	volume={2},
	number={4},
	pages={307--316},
}

@BOOK{Lehmann75,
  author={Erich L. Lehmann},
  title={Nonparametrics: Statistical Methods Based on Ranks},
  publisher={San Francisco: Holden-Day},
	year={1975},
}

@ARTICLE{Harvey76,
	author={A. C. Harvey},
	title={Estimating Regression Models with Multiplicative Heteroscedasticity},
	journal={Econometrica},
	year={1976},
	volume={44},
	number={3},
	pages={461--465},
}


@ARTICLE{Bickel78,
	author={P.J. Bickel},
	title={Using Residuals Robustly {I}: Tests for Heteroscedasticity, Nonlinearity},
	journal={The Annals of Statistics},
	year={1978},
	volume={6},
	number={2},
	pages={266--291},
}

@ARTICLE{Godfrey78,
	author={L.G. Godfrey},
	title={Testing for multiplicative heteroskedasticity},
	journal={Journal of Econometrics},
	year={1978},
	volume={8},
	number={2},
	pages={227--236},
}

@ARTICLE{Szroeter78,
	author={Jerzy Szroeter},
	title={A Class of Parametric Tests for Heteroscedasticity in Linear Econometric Models},
	journal={Econometrica},
	year={1978},
	volume={46},
	number={6},
	pages={1311--1327},
}


@ARTICLE{Breusch79,
	author = {T.S. Breusch and A.R. Pagan},
	title = {A Simple Test for Heteroscedasticity and Random Coefficient Variation},
	journal = {Econometrica},
	year = {1979},
	volume = {47},
	pages = {1287--1294},
	number = {5}
}

@ARTICLE{Harrison79,
	author = {M.J. Harrison and B.P.M. McCabe},
	title = {A Test for Heteroscedasticity Based on Ordinary Least Squares Residuals},
	journal = {Journal of the American Statistical Association},
	year = {1979},
	volume = {74},
	pages = {494--499},
	number = {366}
}

@ARTICLE{Davies80,
  author = {R.B. Davies},
  title = {Algorithm AS 155: The distribution of a linear combination of $\chi^2$ random variables},
  journal = {Journal of the Royal Statistical Society. Series C (Applied Statistics)},
  year = {1980},
  volume = {29},
  pages = {323--333},
}

@ARTICLE{White80,
	author = {Halbert White},
	title = {A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity},
	journal = {Econometrica},
	year = {1980},
	volume = {48},
	pages = {817--838},
	number = {4}
}

@ARTICLE{Carroll81,
	author = {Raymond J. Carroll and David Ruppert},
	title = {On Robust Tests for Heteroscedasticity},
	journal = {The Annals of Statistics},
	year = {1981},
	volume = {9},
	number={1},
	pages = {206--210},
}

@ARTICLE{Hammerstrom81,
	author = {Thomas Hammerstrom},
	title = {Asymptotically Optimal Tests for Heteroscedasticity in the General Linear Model},
	journal = {The Annals of Statistics},
	year = {1981},
	volume = {9},
	number={2},
	pages = {368--380},
}

@ARTICLE{Horn81,
	author={Paul Horn},
	title={Heteroscedasticity of Residuals: a Non-Parametric Alternative to the {G}oldfeld-{Q}uandt Peak Test},
	journal={Communications in Statistics - Theory and Methods},
	year={1981},
	volume={10},
	number={8},
	pages={795--808},
}

@ARTICLE{Koenker81,
	author = {Roger Koenker},
	title = {A Note on Studentizing a Test for Heteroscedasticity},
	journal = {Journal of Econometrics},
	year = {1981},
	volume = {17},
	pages = {107--112},
}

@ARTICLE{Bartels82,
  author={Robert Bartels},
  title={The Rank Version of von Neumann's Ratio Test for Randomness},
  journal={Journal of the American Statistical Association},
  volume={77},
  number={377},
  year={1982},
  pages={40--46},
}

@ARTICLE{Bera82,
	author={Anil K. Bera and Carlos M. Jarque},
	title={Model specification tests: A simultaneous approach},
	journal={Journal of Econometrics},
	year={1982},
	volume={20},
	number={1},
	pages={59--82},
}

@ARTICLE{Koenker82,
	author={Roger Koenker and Gilbert Jr. Bassett},
	title={Robust Tests for Heteroscedasticity Based on Regression Quantiles},
	journal={Econometrica},
	year={1982},
	volume={50},
	number={1},
	pages={43--61},
}


@ARTICLE{Cook83,
	author={R. Dennis Cook and Sanford Weisberg},
	title={Diagnostics for Heteroscedasticity in Regression},
	journal={Biometrika},
	year={1983},
	volume={70},
	number={1},
	pages={1--10},
}

@ARTICLE{Ali84,
	author={Mukhtar M. Ali and Carmelo Giaccotto},
	title={A study of several new and existing tests for heteroscedasticity in the general linear model},
	journal={Journal of Econoometrics},
	year={1984},
	volume={26},
	number={3},
	pages={355--373},
}


@ARTICLE{Buse84,
	author={A. Buse},
	title={Tests for Additive Heteroskedassticity: {Goldfeld and Quandt} Revisited},
	journal={Empirical Economics},
	year={1984},
	volume={9},
	pages={199--216},
}

@ARTICLE{Newey84,
	author={Whitney K. Newey and James L. Powell},
	title={An Asymmetric Least Squares Test of Heteroscedasticity},
	journal={M.I.T. Working Paper},
	year={1984},
}

@ARTICLE{Evans85,
	author={Merran Evans and Maxwell L. King},
	title={A point optimal test for heteroscedastic disturbances},
	journal={Journal of Econometrics},
	year={1985},
	volume={27},
	number={2},
	pages={163--178},
}


@ARTICLE{Kennedy85,
	author={Peter E. Kennedy},
	title={A suggestion for measuring heteroskedasticity},
	journal={Communications in Statistics - Simulation and Computation},
	year={1985},
	volume={14},
	number={4},
	pages={845--851},
}



@ARTICLE{Griffiths86,
  author = {W.E. Griffiths and K. Surekha},
  title = {A {Monte Carlo} Evaluation of the Power of Some Tests for Heteroscedasticity},
  journal = {Journal of Econometrics},
  year = {1986},
  volume = {31},
  pages = {219--231},
  number = {1},
}

@INCOLLECTION{Bierens87,
	author = {Herman J. Bierens},
	title = {Kernel Estimators of Regression Functions},
	booktitle = {Advances in Econometrics—Fifth World Congress},
	year = {1987},
	editor={Truman F. Bewley},
	pages = {99--144},
	publisher = {Cambridge: Cambridge University Press}
}


@ARTICLE{Evans88,
	author={Merran A. Evans and Maxwell L. King},
	title={A Further Class of Tests for Heteroscedasticity},
	journal={Journal of Econometrics},
	year={1988},
	volume={37},
	pages={265--276},
}

@ARTICLE{Honda89,
	author={Yuzo Honda},
	title={On the Optimality of Some Tests of the Error Covariance Matrix in the Linear Regression Model},
	journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
	year={1989},
	volume={51},
	number={1},
	pages={71--79},
}

@ARTICLE{Kalirajan89,
	author={K.P. Kalirajan},
	title={A test for heteroscedasticity and non-normality of regression residuals: A practical approach},
	journal={Economics Letters},
	year={1989},
	volume={30},
	number={2},
	pages={133--136},
}

@ARTICLE{Wooldridge90,
	author={Jeffrey M. Wooldridge},
	title={A Unified Approach to Robust, Regression-Based Specification Tests},
	journal={Economic Theory},
	year={1990},
	volume={6},
	number={1},
	pages={17--43},
}

@ARTICLE{Kalirajan91,
	author={K.P. Kalirajan and S.K.W. Jayasuriya},
	title={Simultaneous testing of regression disturbances for heteroscedasticity and non-normality},
	journal={Journal of Applied Statistics},
	year={1991},
	volume={18},
	number={3},
	pages={307--312},
}


@ARTICLE{Evans92,
	author={Merran Evans},
	title={Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality},
	journal={Journal of Econometrics},
	year={1992},
	volume={51},
	number={1--2},
	pages={7--24},
}

@ARTICLE{Lee92,
	author={Byung-Joo Lee},
	title={A Heteroskedasticity Test Robust to Conditional Mean Misspecification},
	journal={Econometrica},
	year={1992},
	volume={60},
	number={1},
	pages={159--171},
}


@ARTICLE{Eubank93,
	author={R.L. Eubank and Will Thomas},
	title={Detecting Heteroscedasticity in Nonparametric Regression},
	journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
	year={1993},
	volume={55},
	number={1},
	pages={145--155},
}

@ARTICLE{Smith93,
	author={Philip J. Smith and Daniel F. Heitjan},
	title={Testing and Adjusting for Departures from Nominal Dispersion in Generalized Linear Models},
	journal={Journal of the Royal Statistical Society. Series C (Applied Statistics)},
	year={1993},
	volume={42},
	number={1},
	pages={31--41},
}


@ARTICLE{Verbyla93,
	author={A.P. Verbyla},
	title={Modelling Variance Heterogeneity: {R}esidual Maximum Likelihood and Diagnostics},
	journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
	year={1993},
	volume={55},
	number={2},
	pages={493--508},
}


@ARTICLE{Simonoff94,
	author={Jeffrey S. Simonoff and Chih-Ling Tsai},
	title={Use of Modified Profile Likelihood for Improved Tests of Constancy of Variance in Regression},
	journal={Journal of the Royal Statistical Society. Series C (Applied Statistics)},
	year={1994},
	volume={43},
	number={2},
	pages={357--370},
}


@ARTICLE{Godfrey96,
	author={Leslie G. Godfrey},
	title={Some results on the {Glejser and Koenker} tests
	for heteroskedasticity},
	journal={Journal of Econometrics},
	year={1996},
	volume={72},
	pages={275--299},
}

@ARTICLE{Lyon96,
	author={John D. Lyon and Chih-Ling Tsai},
	title={A Comparison of Tests for Heteroscedasticity},
	journal={Journal of the Royal Statistical Society. Series D (The Statistician)},
	year={1996},
	volume={45},
	number={3},
	pages={337--349},
}

@ARTICLE{Piepho96,
	author={Hans-Peter Piepho},
	title={A {Monte Carlo} Test for Variance Homogeneity in Linear Models},
	journal={Biometrical Journal},
	year={1996},
	volume={38},
	number={4},
	pages={461--473},
}

@ARTICLE{Diblasi97,
	author={Angela Diblasi and Adrian Bowman},
	title={Testing for constant variance in a linear model},
	journal={Statistics \& Probability Letters},
	year={1997},
	volume={33},
	pages={95--103},
}

@ARTICLE{Dette98,
	author={Holger Dette and Axel Munk},
	title={Testing Heteroscedasticity in Nonparametric Regression},
	journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
	year={1998},
	volume={60},
	number={4},
	pages={693--708},
}

@ARTICLE{Godfrey99,
	author={L.G. Godfrey and C.D. Orme},
	title={The robustness, reliability and power of
	heteroskedasticity tests},
	journal={Econometric Reviews},
	year={1999},
	volume={18},
	number={2},
	pages={169--194},
}

@BOOK{Mittelhammer00,
  author={Ron C. Mittelhammer and George G. Judge and Douglas J. Miller},
  title={Econometric Foundations},
  publisher={Cambridge: Cambridge University Press},
	year={2000},
}

@ARTICLE{Im00,
	author={Kyung So Im},
	title={Robustifying {Glejser} test of heteroskedasticity},
	journal={Journal of Econometrics},
	year={2000},
	volume={97},
	pages={179--188},
}

@ARTICLE{Machado00,
	author={José A.F. Machado and J.M.C. Santos Silva},
	title={{Glejser's} test revisited},
	journal={Journal of Econometrics},
	year={2000},
	volume={97},
	pages={189--202},
}

@ARTICLE{Zhu01,
	author={Lixing Zhu and Fujikoshi Yasunori and Naito Kanta},
	title={Heteroscedasticity checks for regression models},
	journal={Science in China. Series A: Mathematics},
	year={2001},
	volume={40},
	number={10},
	pages={1236--1252},
}


@ARTICLE{Ferrari02,
	author={Silvia L.P. Ferrari and Francisco Cribari-Neto},
	title={Corrected modified profile likelihood heteroskedasticity tests},
	journal={Statistics \& Probability Letters},
	year={2002},
	volume={57},
	pages={353--361},
}


@ARTICLE{Carapeto03,
	author={Maria Carapeto and William Holt},
	title={Testing for heteroscedasticity in regression models},
	journal={Journal of Applied Statistics},
	year={2003},
	volume={30},
	number={1},
	pages={13--20},
}

@ARTICLE{Holgersson03,
	author={H.E.T. Holgersson and Ghazi Shukur},
	title={Testing for multivariate heteroscedasticity},
	journal={Journal of Statistical Computation and Simulation},
	year={2003},
	volume={74},
	number={12},
	pages={879--896},
}

@ARTICLE{Lin03,
	author={Jin-Guan Lin and Bo-Cheng Wei},
	title={Testing for Heteroscedasticity in Nonlinear Regression Models},
	journal={Communications in Statistics - Theory and Methods},
	year={2003},
	volume={32},
	number={1},
	pages={171--192},
}


@ARTICLE{Dufour04,
	author={Jean-Marie Dufour and Lynda Khalaf and Jean-Thomas Bernard and Ian Genest},
	title={Simulation-based finite-sample tests for heteroskedasticity and {ARCH} effects},
	journal={Journal of Econometrics},
	year={2004},
	volume={122},
	pages={317--347},
}

@ARTICLE{Ferrari04,
	author={Silvia L.P. Ferrari and Audrey H.M.A. Cysneiros and Francisco Cribari-Neto},
	title={An improved test for heteroskedasticity using
	adjusted modified profile likelihood inference},
	journal={Journal of Statistical Planning and Inference},
	year={2004},
	volume={124},
	pages={423--437},
}

@ARTICLE{Zeileis04,
  author={Achim Zeileis},
  title={Econometric Computing with {HC} and {HAC} Covariance Matrix Estimators}, journal={Journal of Statistical Software},
  volume={11},
  issue={10},
  year={2004},
  pages={1--17},
}

@ARTICLE{Godfrey06,
	author={L.G. Godfrey and C.D. Orme and J.M.C. Santos Silva},
	title={Simulation-based tests for heteroskedasticity in linear regression models: {S}ome further results},
	journal={Econometrics Journal},
	year={2006},
	volume={9},
	pages={76--97},
}


@ARTICLE{Rackauskas07accents,
  author = {A. Ra{č}kauskas and D. Zuokas},
  title = {New Tests of Heteroskedasticity in Linear Regression Model},
  journal = {Lithuanian Mathematical Journal},
  year = {2007},
  volume = {47},
  pages = {248--265},
  number = {3}
}

@ARTICLE{Rackauskas07,
  author = {A. Rackauskas and D. Zuokas},
  title = {New Tests of Heteroskedasticity in Linear Regression Model},
  journal = {Lithuanian Mathematical Journal},
  year = {2007},
  volume = {47},
  pages = {248--265},
  number = {3}
}


@ARTICLE{Wilcox06,
	author={Rand R. Wilcox and H. J. Keselman},
	title={Detecting heteroscedasticity in a simple regression
	model via quantile regression slopes},
	journal={Journal of Statistical Computation and Simulation},
	year={2006},
	volume={76},
	number={8},
	pages={705--712},
}

@ARTICLE{Wilcox07,
	author={Rand R. Wilcox},
	title={On Flexible Tests of Independence and Homoscedasticity},
	journal={Journal of Modern Applied Statistical Methods},
	year={2007},
	volume={6},
	number={1},
	pages={30--35},
}



@ARTICLE{Godfrey08,
	author={L.G. Godfrey},
	title={Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models},
	journal={Oxford Bulletin of Economics and Statistics},
	year={2008},
	volume={70},
	number={3},
	pages={415--429},
}

@MISC{Kulinskaya08,
  author = {Elena Kulinskaya},
  title = {On two-sided p-values for non-symmetric distributions},
  year = {2008},
  archivePrefix = {arXiv},
  primaryClass = {math.ST},
  eprint = {0810.2124},
  note = {0810.2124}}

@ARTICLE{Rana08,
	author={Md. Sohel Rana and Habshah Midi and A.H.M. Rahmatullah Imon},
	title={A Robust Modification of the Goldfeld-Quandt Test for the Detection of Heteroscedasticity in the Presence of Outliers},
	journal={Journal of Mathematics and Statistics},
	year={2008},
	volume={4},
	number={4},
	pages={277--283},
}

@ARTICLE{Yang08,
	author={Zhenlin Yang and Yiu-Kuen Tse},
	title={Generalized {LM} tests for functional form and heteroscedasticity},
	journal={Econometrics Journal},
	year={2008},
	volume={11},
	pages={349--376},
}

@ARTICLE{Yuce08,
	author={Mehmet Yüce},
	title={An Asymptotic Test for the Detection of Heteroskedasticity},
	journal={Ekonometri ve İstatistik e-Dergisi},
	year={2008},
	volume={8},
	pages={33--44},
}

@ARTICLE{Duchesne10,
    title = {Computing the distribution of quadratic forms: Further comparisons between the {Liu-Tang-Zhang} approximation and exact methods},
    author = {P. Duchesne and P. Lafaye {de Micheaux}},
    journal = {Computational Statistics and Data Analysis},
    year = {2010},
    pages = {858-862},
    volume = {54},
  }

@ARTICLE{Luger10,
	author={Richard Luger},
	title={An omnibus test for heteroskedasticity},
	journal={Economics Letters},
	year={2010},
	volume={106},
	pages={22--24},
}

@ARTICLE{Paloyo11,
  author={Alfredo R. Paloyo},
  title={When Did We Begin to Spell 'Heteros*edasticity' Correctly?},
  journal={Ruhr Economic Papers},
  year={2011},
  volume={300},
  pages={1--24},
}

@BOOK{Greene12,
  title={Econometric Analysis},
  edition=7,
  publisher={Essex: Pearson},
  year={2012},
  author = {William H. Greene},
}

@ARTICLE{Murteira13,
	author={José M.R. Murteira and Esmeralda A. Ramalho and Joaquim J.S. Ramalho},
	title={Heteroskedasticity testing through a comparison
	of {Wald} statistics},
	journal={Portuguese Economic Journal},
	year={2013},
	volume={12},
	number={2},
	pages={131--160},
}

@BOOK{Wooldridge13,
  title={Introductory Econometrics: A Modern Approach},
  edition=5,
  publisher={Toronto: Cengage},
  year={2013},
  author = {Jeffrey M. Wooldridge},
}

@BOOK{Kaufman14,
	title={Heteroskedasticity in Regression: Detection and Correction},
	publisher={Thousand Oaks: Sage},
	year={2014},
	author = {Robert L. Kaufman},
}

@MISC{Vinod14,
  author={H. D. Vinod},
  title={Theil's {BLUS} Residuals and {R} Tools for Testing and Removing Autocorrelation and Heteroscedasticity},
  year={2014},
  pages={1--9},
  howpublished = {Available at SSRN: http://dx.doi.org/10.2139/ssrn.2412740},
}

@ARTICLE{Zhou15,
	author={Qian M. Zhou and Peter X.-K. Song and Mary E. Thompson},
	title={Profiling heteroscedasticity in linear regression models},
	journal={The Canadian Journal of Statistics},
	year={2015},
	volume={43},
	number={3},
	pages={358--377},
}

@ARTICLE{Seo16,
	author={Han Son Seo and Min Yoon},
	title={Robust tests for heteroscedasticity using outlier detection methods},
	journal={The Korean Journal of Applied Statistics},
	year={2016},
	volume={29},
	number={3},
	pages={399--408},
}

@ARTICLE{Xia16,
	author={Wentao Xia and Wei Xiong and Maozai Tian},
	title={Heteroscedasticity Detection and Estimation with Quantile Difference Method},
	journal={Journal of Systems Science and Complexity},
	year={2016},
	volume={29},
	pages={511--530},
}

@ARTICLE{Adamec17,
	author = {Václav Adamec},
	title={Power of heteroskedasticity tests in presence of various types of skedastic function and sample size},
	journal={AIP Conference Proceedings},
	year={2017},
	volume={1863},
	number={1},
}

@MISC{Bai16,
	author={Zhidong Bai and Guangming Pan and Yanqing Yin},
	title={Homoscedasticity Tests for Both Low and High-Dimensional Fixed Design Regressions},
	eprint = {1603.03830},
	archivePrefix = {arXiv},
	primaryClass = {math.ST},
	note={1603.03830},
	year={2016},
}

@ARTICLE{Celik17,
	author={Re{\c s}it Çelik},
	title={A new test to detect monotonic and non-monotonic types of heteroscedasticity},
	journal={Journal of Applied Statistics},
	year={2017},
	volume={44},
	number={2},
	pages={342--361},
}

@ARTICLE{Celik18,
	author={Re{\c s}it \c{C}elik},
	title={{RCEV} heteroscedasticity test based on the studentized residuals},
	journal={Communications in Statistics - Theory and Methods},
	year={2018},
	volume={48},
	number={13},
	pages={3258--3268},
}

@ARTICLE{Farrar18,
	author={Thomas J. Farrar},
	title={An Omnibus Test for Heteroscedasticity Using Radial Stationarity and Data Depth},
	journal={Proceedings of the South African Statistical Association},
	year={2018},
	volume={60},
	pages={1--8},
}

@BOOK{Paolella19,
  author={Marc S. Paolella},
  title={Linear Models and Time-Series Analysis: Regression, {ANOVA}, {ARMA} and {GARCH}},
  publisher={New York: Wiley},
	year={2019},
}

@ARTICLE{Li19,
	author = {Zhaoyuan Li and Jianfeng Yao},
	title = {Testing for heteroscedasticity in high-dimensional regressions},
	journal = {Econometrics and Statistics},
	year = {2019},
	volume = {9},
	pages = {122--139},
}
