
@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},
}

@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{Priestley69,
	author = {Priestley, M.B. and Subba Rao, T.},
	title = {{A Test} for {Non-Stationarity} of {Time-Series}},
	journal = {Journal of the Royal Statistical Society. Series B (Methodological)},
	year = {1969},
	volume = {31},
	pages = {140--149},
	number = {1},
}


@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{Harrison78,
  author={D. Harrison and D.L. Rubinfeld},
  title={{Hedonic Prices} and the {Demand for Clean Air}},
  journal={Journal of Environmental Economics and Management},
  volume={5},
  year={1978},
  pages={81--102},
}

@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 {Goldfeld-Quandt 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 Heteroskedasticity}: {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{DAgostino90,
	author = {Ralph B. D'Agostino and Albert Belanger and Ralph B. D'Agostino, Jr.},
	title = {{A Suggestion} for {Using Powerful} and {Informative Tests} of {Normality}},
	journal = {The American Statistician},
	year = {1990},
	volume = {44},
	pages = {316--321},
	number = {4},
}


@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}: {Residual 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{Gilley96,
  author={Otis W. Gilley and R. Kelley Pace},
  title={On the {Harrison} and {Rubinfeld Data}},
  journal={Journal of Environmental Economics and Management},
  year={1996},
  volume={31},
  pages={403--405},
  url={http://lib.stat.cmu.edu/datasets/boston_corrected.txt},
}

@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={Jos{\'e} 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},
}

@Book{Venables02,
    title = {{Modern Applied Statistics} with {S}},
    author = {W. N. Venables and B. D. Ripley},
    publisher = {Springer},
    edition = {4th},
    address = {New York},
    year = {2002},
    note = {ISBN 0-387-95457-0},
    url = {http://www.stats.ox.ac.uk/pub/MASS4/},
  }

@ARTICLE{Zeileis02,
   title = {{Diagnostic Checking} in {Regression Relationships}},
    author = {Achim Zeileis and Torsten Hothorn},
    journal = {R News},
    year = {2002},
    volume = {2},
    number = {3},
    pages = {7--10},
    url = {https://CRAN.R-project.org/doc/Rnews/},
}


@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{Lloyd05,
	author = {Christopher J. Lloyd},
	title = {{Estimating Test Power Adjusted} for {Size}},
	journal = {Journal of Statistical Computation and Simulation},
	year = {2005},
	volume = {75},
	pages = {921--934},
	number = {11},
}

@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}: {Some Further Results}},
	journal={Econometrics Journal},
	year={2006},
	volume={9},
	pages={76--97},
}

@ARTICLE{Rackauskas07accents,
  author = {A. Ra{\v c}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 Y{\"u}ce},
	title={{An Asymptotic Test} for the {Detection of Heteroskedasticity}},
	journal={Istanbul University Econometrics and Statistics e-Journal},
	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},
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@ARTICLE{Luger10,
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@ARTICLE{Paloyo11,
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@BOOK{Greene12,
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@ARTICLE{Murteira13,
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@BOOK{Wooldridge13,
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@BOOK{Kaufman14,
	title={{Heteroskedasticity} in {Regression}: {Detection} and {Correction}},
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	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{Jin15,
	author={Lei Jin and Suojin Wang and Haiyan Wang},
	title={{A New Non-Parametric Stationarity Test} of {Time Series} in the Time Domain},
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	year = {2015},
	volume = {77},
	pages = {893--922},
	number = {5},
}

@ARTICLE{Zhou15,
	author={Qian M. Zhou and Peter X.-K. Song and Mary E. Thompson},
	title={{Profiling Heteroscedasticity} in {Linear Regression Models}},
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	year={2015},
	volume={43},
	number={3},
	pages={358--377},
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@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}},
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	year={2016},
	volume={29},
	pages={511--530},
}

@ARTICLE{Adamec17,
	author = {V{\'a}clav 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 {\c C}elik},
	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{Desgagne17,
	author = {A. Desgagn{\'e} and P. Lafaye de Micheaux},
	title = {{A Powerful} and {Interpretable Alternative} to the {Jarque-Bera Test} of {Normality Based} on {2nd-Power Skewness} and {Kurtosis}, {Using} the {Rao's Score Test} on the {APD Family}},
	journal = {Journal of Applied Statistics},
	year = {2017},
	volume = {45},
	pages = {2307--2327},
	number = {13},
}

@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},
}

@Manual{Kuhn18,
    title = {{generics}: {Common S3 Generics} not {Provided} by {Base R Methods} related to
{Model Fitting}},
    author = {Max Kuhn and Hadley Wickham and Davis Vaughan},
    year = {2018},
    note = {R package version 0.0.2},
    url = {https://CRAN.R-project.org/package=generics},
  }

@BOOK{Fox19,
    title = {{An R Companion} to {Applied Regression}},
    edition = {3rd},
    author = {John Fox and Sanford Weisberg},
    year = {2019},
    publisher = {Sage},
    address = {Thousand Oaks {CA}},
    url = {https://socialsciences.mcmaster.ca/jfox/Books/Companion/},
}

@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},
}

@ARTICLE{Uyanto19,
    title={{Monte Carlo Power Comparison} of {Seven Most Commonly Used Heteroscedasticity Tests}},
    author={Stanislaus S. Uyanto},
    year={2019},
    journal={Communications in Statistics - Simulation and Computation},
    publisher = {Taylor & Francis},
doi = {10.1080/03610918.2019.1692031},
}

@Manual{Koenker20,
    title = {{quantreg}: {Quantile Regression}},
    author = {Roger Koenker},
    year = {2020},
    note = {R package version 5.61},
    url = {https://CRAN.R-project.org/package=quantreg},
  }

@Manual{Lucas20,
    title = {{gmp}: {Multiple Precision Arithmetic}},
    author = {Antoine Lucas and Immanuel Scholz and Rainer Boehme and Sylvain Jasson and Martin Maechler},
    year = {2020},
    note = {R package version 0.6-0},
    url = {https://CRAN.R-project.org/package=gmp},
  }

@Manual{Maechler20,
    title = {{Rmpfr}: {R MPFR} - {Multiple Precision Floating-Point Reliable}},
    author = {Martin Maechler},
    year = {2020},
    note = {R package version 0.8-1},
    url = {https://CRAN.R-project.org/package=Rmpfr},
  }

@Manual{Narasimhan20,
    title = {{cubature}: {Adaptive Multivariate Integration} over {Hypercubes}},
    author = {Balasubramanian Narasimhan and Steven G. Johnson and Thomas Hahn and Annie Bouvier and Kiên Kiêu},
    year = {2020},
    note = {R package version 2.0.4.1},
    url = {https://CRAN.R-project.org/package=cubature},
  }

@Manual{Wilcox20,
    title = {{Wilcox' Robust Statistics}},
    author = {R. R. Wilcox},
    year = {2020},
    url = {https://github.com/nicebread/WRS},
}
