{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,28]],"date-time":"2026-04-28T22:13:10Z","timestamp":1777414390605,"version":"3.51.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2001,2,7]],"date-time":"2001-02-07T00:00:00Z","timestamp":981504000000},"content-version":"unspecified","delay-in-days":6,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2001,2]]},"abstract":"<jats:p>We show that the standard consistent test for testing \nthe null of conditional homoskedasticity (against conditional \nheteroskedasticity) can be generalized to a time-series \nregression model with weakly dependent data and with generated \nregressors. The test statistic is shown to have an asymptotic \nnormal distribution under the null hypothesis of conditional \nhomoskedastic error. We also discuss extension of our test \nto the case of testing the null of a parametrically specified \nconditional variance. We advocate using a bootstrap method \nto overcome the issue of slow convergence of this test \nstatistic to its limiting distribution.<\/jats:p>","DOI":"10.1017\/s0266466601171069","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"188-221","source":"Crossref","is-referenced-by-count":23,"title":["A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN \nTIME-SERIES REGRESSION MODELS"],"prefix":"10.1017","volume":"17","author":[{"given":"Cheng","family":"Hsiao","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Qi","family":"Li","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2001,2,7]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466601171069","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,9]],"date-time":"2019-04-09T16:10:24Z","timestamp":1554826224000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466601171069\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2001,2]]},"references-count":0,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2001,2]]}},"alternative-id":["S0266466601171069"],"URL":"https:\/\/doi.org\/10.1017\/s0266466601171069","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2001,2]]}}}