To cite heteroTests in publications, please use the entry below. See ?algorithms_bibliography for the primary reference behind each test. Ribeiro D (2026). _heteroTests: Heteroscedasticity Diagnostics for Linear Models_. doi:10.32614/CRAN.package.heteroTests . R package version 0.12.0, . A BibTeX entry for LaTeX users is @Manual{, title = {heteroTests: Heteroscedasticity Diagnostics for Linear Models}, author = {Diogo Ribeiro}, year = {2026}, doi = {10.32614/CRAN.package.heteroTests}, url = {https://CRAN.R-project.org/package=heteroTests}, note = {R package version 0.12.0}, } See the vignette for a detailed introduction to all diagnostics. A BibTeX entry for LaTeX users is @Misc{, title = {heteroTests Vignette}, author = {Diogo Ribeiro}, year = {2025}, url = {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 . A BibTeX entry for LaTeX users is @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}, } Breusch T, Pagan A (1979). “A Simple Test for Heteroscedasticity and Random Coefficient Variation.” _Econometrica_. doi:10.2307/1911963 . A BibTeX entry for LaTeX users is @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}, } Koenker R (1981). “A note on studentizing a test for heteroscedasticity.” _Journal of Econometrics_. doi:10.1016/0304-4076(81)90062-2 . A BibTeX entry for LaTeX users is @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}, } Goldfeld S, Quandt R (1965). “Some tests for homoscedasticity.” _Journal of the American Statistical Association_. doi:10.2307/2283047 . A BibTeX entry for LaTeX users is @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}, } Levene H (1960). “Robust Tests for Equality of Variances.” In _Contributions to Probability and Statistics_, 278-292. Stanford University Press, Stanford, CA. A BibTeX entry for LaTeX users is @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}, } Brown M, Forsythe A (1974). “Robust tests for the equality of variances.” _Journal of the American Statistical Association_. doi:10.1080/01621459.1974.10482955 . A BibTeX entry for LaTeX users is @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}, } Fligner M, Killeen T (1976). “Distribution-free two-sample tests for scale.” _Journal of the American Statistical Association_. doi:10.1080/01621459.1976.10481517 . A BibTeX entry for LaTeX users is @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}, } Bartlett M (1937). “Properties of sufficiency and statistical tests.” _Proceedings of the Royal Society of London_. doi:10.1098/rspa.1937.0109 . A BibTeX entry for LaTeX users is @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}, } Hartley H (1950). “The maximum F-ratio as a short-cut test for heterogeneity of variance.” _Biometrika_. doi:10.2307/2332383 . A BibTeX entry for LaTeX users is @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}, } Engle R (1982). “Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation.” _Econometrica_. doi:10.2307/1912773 . A BibTeX entry for LaTeX users is @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}, } 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 . A BibTeX entry for LaTeX users is @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}, } Cook R, Weisberg S (1983). “Diagnostics for heteroscedasticity in regression.” _Biometrika_. doi:10.1093/biomet/70.1.1 . A BibTeX entry for LaTeX users is @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}, } 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 . A BibTeX entry for LaTeX users is @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}, } Cameron A, Trivedi P (1990). “The information matrix test and its applied alternative hypotheses.” University of California, Davis. A BibTeX entry for LaTeX users is @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}, } Spearman C (1904). “The proof and measurement of association between two things.” _The American Journal of Psychology_. doi:10.2307/1412159 . A BibTeX entry for LaTeX users is @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}, } 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. . A BibTeX entry for LaTeX users is @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}, } Greene W (2018). _Econometric Analysis_, 8 edition. Pearson. A BibTeX entry for LaTeX users is @Book{, title = {Econometric Analysis}, author = {William H. Greene}, year = {2018}, edition = {8}, publisher = {Pearson}, } Wooldridge J (2020). _Introductory Econometrics: A Modern Approach_, 7 edition. Cengage Learning. A BibTeX entry for LaTeX users is @Book{, title = {Introductory Econometrics: A Modern Approach}, author = {Jeffrey M. Wooldridge}, year = {2020}, edition = {7}, publisher = {Cengage Learning}, } Davidson R, MacKinnon J (2004). _Econometric Theory and Methods_. Oxford University Press. A BibTeX entry for LaTeX users is @Book{, title = {Econometric Theory and Methods}, author = {Russell Davidson and James G. MacKinnon}, year = {2004}, publisher = {Oxford University Press}, } Godfrey L (1988). _Misspecification Tests in Econometrics_. Cambridge University Press. A BibTeX entry for LaTeX users is @Book{, title = {Misspecification Tests in Econometrics}, author = {Leslie G. Godfrey}, year = {1988}, publisher = {Cambridge University Press}, } Fox J, Weisberg S (2019). _An R Companion to Applied Regression_, 3 edition. Sage Publications. A BibTeX entry for LaTeX users is @Book{, title = {An R Companion to Applied Regression}, author = {John Fox and Sanford Weisberg}, year = {2019}, edition = {3}, publisher = {Sage Publications}, } Kleiber C, Zeileis A (2008). _Applied Econometrics with R_. Springer-Verlag. A BibTeX entry for LaTeX users is @Book{, title = {Applied Econometrics with R}, author = {Christian Kleiber and Achim Zeileis}, year = {2008}, publisher = {Springer-Verlag}, } Efron B, Tibshirani R (1993). _An Introduction to the Bootstrap_. Chapman & Hall. A BibTeX entry for LaTeX users is @Book{, title = {An Introduction to the Bootstrap}, author = {Bradley Efron and Robert J. Tibshirani}, year = {1993}, publisher = {Chapman & Hall}, } Retrieve citation information within R using citation('heteroTests')