Breusch, T. S. and Pagan, A. R., (1979), A simple test for heteroskedasticity and random coefficient variation,
Econometrica, Vol. 47, No. 5, 1288-1290.
Gujarati, D. N., (1999), Temel Ekonometri, Çevirenler: Ümit Senesen ve G. G. Senesen. Literatür Yay. stanbul,
372.
Glaser, R. E., (1976), Exact critical values for Bartlett's test for homogeneity of variances, Journal of American
Statistical Association, Vol. 71, no. 354, 488.
Glass, G. V., (1966), Testing homogeneity of variances, American Educational Research Journal, Vol. 3, No. 3,
188.
Glejser, H., (1969), A new test for heteroskedasticity, Journal of American Statistical Association, Vol. 64, No.
325, 316.
Goldfeld, S. M. and Quandt, R. E., (1965), Some tests for homoskedasticity, Journal of American Statistical
Association, Vol. 60, No. 310, 540-541.
Malinvaud, E., (1976), Statistical Methods for Econometrics, 2nd edition, North-Holland, Amsterdam, 88.
Neter, J., Kutner, M. H., Nachtsheim, C. J and Wasserman, W., (1996), Applied linear statistical models. 4th
edition, McGraw-Hill, Boston, 764-765.
Park, R. E., (1964), Estimation with heteroscedastic error terms, Econometrica, c.34, 4, 888.
Ramsey, J. B., (1969), Tests for specification error in classical linear least-squares regression analysis. Journal of
the Royal Statistical Society, B31, 2, 252.
Stuart, A. and Ord, J. K., (1994), Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory. 6th
edition, John Wiley & Sons Inc. New York, 197 and 361.
White, H., (1980), A heteroskedasticity-consistent covariance matrix estimator and a direct test for
heteroskedasticity, Econometrica, Vol. 48, No. 4, 821-827.
