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.

Ribeiro D (2025). “heteroTests Vignette.” https://diogoribeiro7.github.io/heteroTests/articles/using_heteroTests.html.

White H (1980). “A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.” Econometrica. doi:10.2307/1912934.

Breusch T, Pagan A (1979). “A Simple Test for Heteroscedasticity and Random Coefficient Variation.” Econometrica. doi: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.

Goldfeld S, Quandt R (1965). “Some tests for homoscedasticity.” Journal of the American Statistical Association. doi: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.

Fligner M, Killeen T (1976). “Distribution-free two-sample tests for scale.” Journal of the American Statistical Association. doi: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.

Hartley H (1950). “The maximum F-ratio as a short-cut test for heterogeneity of variance.” Biometrika. doi:10.2307/2332383.

Engle R (1982). “Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation.” Econometrica. doi: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.

Cook R, Weisberg S (1983). “Diagnostics for heteroscedasticity in regression.” Biometrika. doi: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.

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.

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')

Corresponding BibTeX entries:

  @Manual{,
    title = {heteroTests: Heteroscedasticity Diagnostic Tools},
    author = {Diogo Ribeiro},
    year = {2025},
    url = {https://github.com/DiogoRibeiro7/heteroTests},
    note = {R package version 0.11.2},
  }

  @Misc{,
    title = {heteroTests Vignette},
    author = {Diogo Ribeiro},
    year = {2025},
    url =
      {https://diogoribeiro7.github.io/heteroTests/articles/using_heteroTests.html},
  }

  @Article{,
    title = {A Heteroskedasticity-Consistent Covariance Matrix
      Estimator and a Direct Test for Heteroskedasticity},
    author = {Halbert White},
    year = {1980},
    journal = {Econometrica},
    doi = {10.2307/1912934},
  }

  @Article{,
    title = {A Simple Test for Heteroscedasticity and Random
      Coefficient Variation},
    author = {Trevor S. Breusch and Adrian R. Pagan},
    year = {1979},
    journal = {Econometrica},
    doi = {10.2307/1911963},
  }

  @Article{,
    title = {A note on studentizing a test for heteroscedasticity},
    author = {Roger Koenker},
    year = {1981},
    journal = {Journal of Econometrics},
    doi = {10.1016/0304-4076(81)90062-2},
  }

  @Article{,
    title = {Some tests for homoscedasticity},
    author = {Stephen M. Goldfeld and Richard E. Quandt},
    year = {1965},
    journal = {Journal of the American Statistical Association},
    doi = {10.2307/2283047},
  }

  @InCollection{,
    title = {Robust Tests for Equality of Variances},
    author = {Howard Levene},
    booktitle = {Contributions to Probability and Statistics},
    pages = {278-292},
    publisher = {Stanford University Press},
    address = {Stanford, CA},
    year = {1960},
  }

  @Article{,
    title = {Robust tests for the equality of variances},
    author = {Morton B. Brown and Alan B. Forsythe},
    year = {1974},
    journal = {Journal of the American Statistical Association},
    doi = {10.1080/01621459.1974.10482955},
  }

  @Article{,
    title = {Distribution-free two-sample tests for scale},
    author = {Michael A. Fligner and Thomas J. Killeen},
    year = {1976},
    journal = {Journal of the American Statistical Association},
    doi = {10.1080/01621459.1976.10481517},
  }

  @Article{,
    title = {Properties of sufficiency and statistical tests},
    author = {Maurice S. Bartlett},
    year = {1937},
    journal = {Proceedings of the Royal Society of London},
    doi = {10.1098/rspa.1937.0109},
  }

  @Article{,
    title = {The maximum F-ratio as a short-cut test for heterogeneity
      of variance},
    author = {Harold O. Hartley},
    year = {1950},
    journal = {Biometrika},
    doi = {10.2307/2332383},
  }

  @Article{,
    title = {Autoregressive conditional heteroscedasticity with
      estimates of the variance of United Kingdom inflation},
    author = {Robert F. Engle},
    year = {1982},
    journal = {Econometrica},
    doi = {10.2307/1912773},
  }

  @Article{,
    title = {Diagnostic checking ARMA time series models using
      squared-residual autocorrelations},
    author = {A. Ian McLeod and Wai Keung Li},
    year = {1983},
    journal = {Journal of Time Series Analysis},
    doi = {10.1111/j.1467-9892.1983.tb00373.x},
  }

  @Article{,
    title = {Diagnostics for heteroscedasticity in regression},
    author = {R. Dennis Cook and Sanford Weisberg},
    year = {1983},
    journal = {Biometrika},
    doi = {10.1093/biomet/70.1.1},
  }

  @Article{,
    title = {A general ANOVA method for robust tests of additive models
      for variances},
    author = {R. Gerald O'Brien},
    year = {1979},
    journal = {Journal of the American Statistical Association},
    doi = {10.1080/01621459.1979.10481047},
  }

  @TechReport{,
    title = {The information matrix test and its applied alternative
      hypotheses},
    author = {A. Colin Cameron and Pravin K. Trivedi},
    institution = {University of California, Davis},
    year = {1990},
  }

  @Article{,
    title = {The proof and measurement of association between two
      things},
    author = {Charles Spearman},
    year = {1904},
    journal = {The American Journal of Psychology},
    doi = {10.2307/1412159},
  }

  @TechReport{,
    title = {Regression based tests of heteroskedasticity in models
      where the variance depends on the mean},
    author = {A. Colin Cameron},
    institution = {Department of Economics, University of California,
      Davis},
    number = {WP-379},
    year = {1991},
    url =
      {https://cameron.econ.ucdavis.edu/research/regressionbasedtests_heteroskedasticity_ucdwp379.pdf},
  }

  @Book{,
    title = {Econometric Analysis},
    author = {William H. Greene},
    year = {2018},
    edition = {8},
    publisher = {Pearson},
  }

  @Book{,
    title = {Introductory Econometrics: A Modern Approach},
    author = {Jeffrey M. Wooldridge},
    year = {2020},
    edition = {7},
    publisher = {Cengage Learning},
  }

  @Book{,
    title = {Econometric Theory and Methods},
    author = {Russell Davidson and James G. MacKinnon},
    year = {2004},
    publisher = {Oxford University Press},
  }

  @Book{,
    title = {Misspecification Tests in Econometrics},
    author = {Leslie G. Godfrey},
    year = {1988},
    publisher = {Cambridge University Press},
  }

  @Book{,
    title = {An R Companion to Applied Regression},
    author = {John Fox and Sanford Weisberg},
    year = {2019},
    edition = {3},
    publisher = {Sage Publications},
  }

  @Book{,
    title = {Applied Econometrics with R},
    author = {Christian Kleiber and Achim Zeileis},
    year = {2008},
    publisher = {Springer-Verlag},
  }

  @Book{,
    title = {An Introduction to the Bootstrap},
    author = {Bradley Efron and Robert J. Tibshirani},
    year = {1993},
    publisher = {Chapman & Hall},
  }