
@ARTICLE{Einstein36,
  author = {Einstein, Albert},
  title={{Physics} \& {Reality}},
  journal={Daedalus},
  year={{[1936] 2003}},
  volume={132},
  number={4},
  pages={22--25},
}

@inproceedings{Mahalanobis36,
  title={On the {Generalized Distance} in {Statistics}},
  author={Mahalanobis, Prasanta Chandra},
  year={1936},
  booktitle={{Proceedings} of the {National Institute} of {Science} of {India}},
}

@ARTICLE{Bartlett37,
  author={Bartlett, M. S.},
  title={Properties of {Sufficiency} and {Statistical Tests}},
  journal={Proceedings of the Royal Society of London Series A},
  volume={260},
  year={1937},
  pages={268--282},
}

@ARTICLE{Kibble41,
  author = {W. F. Kibble},
  title={A {Two-Variate Gamma Type Distribution}},
  journal={Sankhy{\= a}: The Indian Journal of Statistics},
  year={1941},
  volume={5},
  number={2},
  pages={137--150},
}

@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},
}

@BOOK{Churchill43,
  author = {Winston S. Churchill},
  title={{The End} of the {Beginning}},
  year={1943},
  publisher={Cassell},
  address={London},
}

@ARTICLE{Mann47,
  author = {H. B. Mann and D. R. Whitney},
  title={{On} a {Test} of {Whether One} of {Two Random Variables} is {Stochastically Larger} than the {Other}},
  year={1947},
  journal={The Annals of Mathematical Statistics},
  volume={18},
  number={1},
  pages={50--60},
}

@ARTICLE{Krishnamoorthy51,
  author = {A. S. Krishnamoorthy and M. Parthasarathy},
  title={A {Multivariate Gamma-Type Distribution}},
  journal={The Annals of Mathematical Statistics},
  year={1951},
  volume={22},
  number={4},
  pages={549--557},
}

@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{Ward63,
  author = {{Ward, Jr.}, J. H.},
  title={{Hierarchical Grouping} to {Optimize} an {Objective Function}},
  journal={Journal of the American Statistical Association},
  volume={48},
  year={1963},
  pages={236--244},
}

@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 (Statistical Methodology)},
	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{Hampel74,
  author = {Frank R. Hampel},
  title = {{The Influence Curve} and {Its Role} in {Robust Estimation}},
  journal = {Journal of the American Statistical Association},
  volume = {69},
  number = {346},
  pages = {383--393},
  year  = {1974},
  doi = {10.1080/01621459.1974.10482962},
}

@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},
}

@ARTICLE{Huang74,
  author={Cliff J. Huang and Ben W. Bolch},
  title={On the {Testing} of {Regression Disturbances} for {Normality}},
  journal={Journal of the American Statistical Association},
  volume={69},
  number={346},
  pages={330--335},
  year={1974},
}

@ARTICLE{Henderson75,
  author={C. R. Henderson},
  title={{Best Linear Unbiased Estimation} and {Prediction} under a {Selection Model}},
  journal={Biometrics},
  volume={31},
  number={2},
  year={1975},
  pages={423--447},
}

@ARTICLE{Horn75,
  author = {Susan D. Horn and Roger A. Horn and David B. Duncan},
  title = {Estimating {Heteroscedastic Variances} in {Linear Models}},
  journal = {Journal of the American Statistical Association},
  year={1975},
  pages={380--385},
  volume={70},
}

@BOOK{Lehmann75,
  author={Erich L. Lehmann},
  title={Nonparametrics: {Statistical Methods Based} on {Ranks}},
  publisher={Holden-Day},
  address={San Francisco},
	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{Liew76,
  author = {Chong Kiew Liew},
  journal={Journal of the American Statistical Association},
  volume = {71},
  number = {355},
  year = {1976},
  pages = {746--751},
  title = {{Inequality Constrained Least-Squares Estimation}},
}

@ARTICLE{Cook77,
  author={R. Dennis Cook},
  title={Detection of {Influential Observation} in {Linear Regression}},
  journal={Technometrics},
  year={1977},
  volume={19},
  number={1},
  pages={15--18},
}

@ARTICLE{Hinkley77,
  author={David V. Hinkley},
  title={Jackknifing in {Unbalanced Situations}},
  journal={Technometrics},
  year = {1977},
  volume={19},
  number={3},
  pages={285--292},
}

@BOOK{Tukey77,
  author={John W. Tukey},
  title={{Exploratory Data Analysis}},
  year={1977},
  address={Reading, {MA}},
  publisher={Addison-Wesley},
}

@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{Fuller78,
 title = {Estimation for a {Linear Regression Model} with {Unknown Diagonal Covariance Matrix}},
 author = {Wayne A. Fuller and J. N. K. Rao},
 journal = {The Annals of Statistics},
 year = {1978},
 volume = {6},
 number = {5},
 pages = {1149--1158},
}

@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},
}

@BOOK{Census79,
  title={Statistical Abstract of the United States, 1979},
  author={{United States Department of Commerce}},
  year={1979},
  address={Washington, {D.C.}},
  publisher={{US Government Printing Office}},
}

@ARTICLE{Cook79,
  author={R. Dennis Cook},
  year={1979},
  title={{Influential Observations} in {Linear Regression}},
  journal={Journal of the American Statistical Association},
  volume={74},
  number={365},
  pages={169--174},
}

@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{Efron81,
  author = {Bradley Efron},
  year={1981},
  journal={The Canadian Journal of Statistics},
  title={{Nonparametric Standard Errors} and {Confidence Intervals}},
  volume={9},
  number = {2},
  pages={139--158},
}

@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},
}

@BOOK{Cook82,
  author={R. Dennis Cook and Sanford Weisberg},
  title={Residuals and {Influence} in {Regression}},
  year={1982},
  address={New York},
  publisher={Chapman \& Hall},
}

@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{McCullagh83,
 author={Peter McCullagh},
 title={{Quasi}-{Likelihood Functions}},
 journal={Annals of Statistics},
 year={1983},
 volume={11},
 number={1},
 pages={59--67},
}

@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{Escobar84,
  author={Luis A. Escobar and Bradley Skarpness},
  title={{A Closed Form Solution} for the {Least Squares Regression Problem} with {Linear Inequality Constraints}},
  year={1984},
  journal={Communications in Statistics - Theory and Methods},
  volume={13},
  issue={9},
  pages={1127--1134},
}


@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{MacKinnon85,
 title={{Some Heteroskedasticity-Consistent Covariance Matrix Estimators} with {Improved Finite Sample Properties}},
 author={James G. MacKinnon and Halbert White},
 journal={Journal of Econometrics},
 year = {1985},
 volume={29},
 number={3},
 pages={305--325},
}

@ARTICLE{Geweke86,
  author={John Geweke},
  title={Inference in the {Inequality Constrained Normal Linear Regression Model}},
  journal={Journal of Applied Econometrics},
  year={1986},
  volume={1},
  number={2},
  pages={127--141},
}

@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{Robinson87,
 author = {P. M. Robinson},
 title = {{Asymptotically Efficient Estimation} in the {Presence} of {Heteroskedasticity} of {Unknown Form}},
 year = {1987},
 journal = {Econometrica},
 volume = {55},
 number = {4},
 pages = {875--891},
}

@ARTICLE{Rousseeuw87,
  title={Silhouettes: {A Graphical Aid} to the {Interpretation} and {Validation} of {Cluster Analysis}},
  author={Peter J. Rousseeuw},
  journal={Journal of Computational and Applied Mathematics},
  volume={20},
  pages={53--65},
  year={1987},
}

@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},
}

@BOOK{McCullagh89,
  author = {P. McCullagh and J.A. Nelder},
  year={1989},
  title={{Generalized Linear Models}},
  edition={2nd},
  publisher={Chapman \& Hall},
  address={London},
}

@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{Werner90,
  author={Hans Joachim Werner},
  title={{On Inequality Constrained Generalized Least-Squares Estimation}},
  year={1990},
  journal={Linear Algebra and its Applications},
  volume={127},
  pages={379--392},
}

@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{Mathal92,
  title={{A Form} of {Multivariate Gamma Distribution}},
  author={Mathal, A.M. and Moschopoulos, P.G.},
  journal={Annals of the Institute of Statistical Mathematics},
  volume={44},
  number={1},
  pages={97--106},
  year={1992},
}

@BOOK{Berry93,
  author={William D. Berry},
  title={{Understanding Regression Assumptions}},
  year={1993},
  publisher={Sage},
  address={Newbury Park, {CA}},
}

@BOOK{Efron93,
  author={Bradley Efron and Robert J. Tibshirani},
  title={An {Introduction} to the {Bootstrap}},
  year={1993},
  publisher={Springer Science+Business Media},
  address={Dordrecht},
}

@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{Hooper93,
 author = {Peter M. Hooper},
 title = {{Iterative Weighted Least Squares Estimation} in {Heteroscedastic Linear Models}},
 year = {1993},
 journal = {Journal of the American Statistical Association},
 volume = {88},
 number = {421},
 pages = {179--184},
}

@ARTICLE{Paula93,
  author={Gilberto A. Paula},
  title={{Assessing Local Influence} in {Restricted Regression Models}},
  year={1993},
  journal={Computational Statistics \& Data Analysis},
  volume={16},
  pages={63--79},
}

@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},
}

@TECHREPORT{Wang94,
  author={Yuedong Wang and Grace Wahba},
  year={1994},
  title={{Bootstrap Confidence Intervals} for {Smoothing Splines} and their {Comparison} to {Bayesian `Confidence Intervals'}},
  number={913},
  institution={Department of Statistics, University of Wisconsin},
}

@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},
}

@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{Tibshirani96,
  author={Robert Tibshirani},
  	journal = {Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
  title={{Regression Shrinkage} and {Selection} via the {Lasso}},
  year={1996},
  volume={58},
  number={1},
  pages={267--288},
}

@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{Efron97,
  author={Bradley Efron and Robert Tibshirani},
  title={Improvements on {Cross-Validation}: {The .632+ Bootstrap Method}},
  journal={Journal of the American Statistical Association},
  volume={92},
  number={438},
  pages={548--560},
  year={1997},
}

@BOOK{Greenbaum97,
  author={Anne Greenbaum},
  title={{Iterative Methods} for {Solving Linear Systems}},
  year={1997},
  address={Philadelphia},
  publisher={Society for Industrial Applied Mathematics},
}

@INCOLLECTION{Anselin98,
  author={Luc Anselin and Anil K. Bera},
  title={{Spatial Dependence} in {Linear Regression Models} with an {Introduction} to {Spatial Econometrics}},
  booktitle={Handbook of {Applied Economic Statistics}},
  editor = {Aman Ullah and David E. A. Giles},
  year = {1998},
  address = {New York},
  publisher = {Marcel Dekker},
  pages={237--290},
}

@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{Cribari99,
  title={{Bootstrap Methods} for {Heteroskedastic Regression Models}: {Evidence} on {Estimation} and {Testing}},
  author={Francisco Cribari-Neto and Spyros G. Zarkos},
  journal={Econometric Reviews},
  volume={18},
  number={2},
  pages={211--228},
  year={1999},
}


@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},
}

@techreport{Hesterberg99,
  author      = {Tim Hesterberg},
  title       = {Bootstrap Tilting Confidence Intervals},
  institution = {MathSoft, Inc.},
  year        = {1999},
  number={84},
}

@ARTICLE{Paula99,
  author={Gilberto A. Paula},
  journal={Journal of the Royal Statistical Society. Series D (The Statistician)},
  year={1999},
  volume={48},
  issue={4},
  pages={529--538},
  title={Leverage in {Inequality-Constrained Regression Models}},
}

@BOOK{Kotz00,
  author={Samuel Kotz and N. Balakrishnan and Norman L. Johnson},
  title={{Continuous Multivariate Distributions}: {Volume 1}: {Models} and {Applications}},
  year={2000},
  edition={2nd},
  address={New York},
  publisher={Wiley},
}

@ARTICLE{Long00,
  author={J. Scott Long and Laurie H. Ervin},
  title={{Using Heteroscedasticity Consistent Standard
Errors} in the {Linear Regression Model}},
  journal = {The American Statistician},
  year={2000},
  volume={54},
  issue={3},
  pages={217--224},
}

@BOOK{Mittelhammer00,
  author={Ron C. Mittelhammer and George G. Judge and Douglas J. Miller},
  title={{Econometric Foundations}},
  address={Cambridge},
  publisher={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{Rech01,
  author={Gianluigi Rech and Timo Ter{\"a}svirta and Rolf Tschernig},
  title={A {Simple Variable Selection Technique} for {Nonlinear Models}},
  year={2001},
  journal={Communications in Statistics - Theory and Methods},
  volume={30},
  number={6},
  pages={1227--1241},
}

@ARTICLE{Tibshirani01,
  title={Estimating the {Number} of {Clusters} in a {Data Set} via the {Gap Statistic}},
  author={Robert Tibshirani and Guenther Walther and Trevor Hastie},
  journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
  volume={63},
  number={2},
  pages={411--423},
  year={2001},
}

@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},
}


@INCOLLECTION{Fidell03,
author = {Linda S. Fidell and Barbara G. Tabachnick},
title = {Preparatory {Data Analysis}},
editor = {Irving B. Weiner and John A. Schinka and Wayne F. Velicer},
booktitle = {Handbook of {Psychology}: {Research Methods} in {Psychology}},
publisher = {Wiley},
address = {Hoboken, NJ},
year = {2003},
pages = {115--142},
volume = {2},
}


@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},
}

@BOOK{Seber03,
  author={Seber, G. A. F. and Wild, C. J.},
  year={2003},
  title={Nonlinear Regression},
  publisher={Wiley},
  address={Hoboken, {NJ}},
}

@ARTICLE{Wood03,
  author={Simon N. Wood},
  title={{Thin Plate Regression Splines}},
  year={2003},
  journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
  volume={65},
  number={1},
  pages={95--114},
}

@BOOK{Boyd04,
  author={Stephen Boyd and Lieven Vandenberghe},
  title={{Convex Optimization}},
  address={Cambridge},
  publisher={Cambridge University Press},
  year={2004},
}

@ARTICLE{Cribari04,
  author = {Francisco Cribari-Neto},
  title={Asymptotic {Inference} under {Heteroskedasticity} of {Unknown Form}},
  journal = {Computational Statistics \& Data Analysis},
  year = {2004},
  volume = {45},
  pages = {215--233},
}

@BOOK{Davidson04,
  author = {Russell Davidson and James G. MacKinnon},
  title = {Econometric Theory and Methods},
  year = {2004},
  address = {New York},
  publisher = {Oxford University Press},
}

@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{Efron04,
  author={Bradley Efron and Trevor Hastie and Iain Johnstone and Robert Tibshirani},
  title={{Least Angle Regression}},
  journal={The Annals of Statistics},
  year={2004},
  volume={32},
  issue={2},
  pages={407--451},
}

@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},
}

@BOOK{Heij04,
  author = {Christiaan Heij and Paul {de Boer} and Philip Hans Franses and Teun Kloek and Herman K. {van Dijk}},
  title = {Econometric Methods with Applications in Business and Economics},
  year = {2004},
  publisher = {Oxford University Press},
  address = {Oxford},
}

@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},
}

@BOOK{Gut05,
  author={Allan Gut},
  title={Probability: {A Graduate Course}},
  year={2005},
  address={New York},
  publisher={Springer},
}

@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{Magnus05,
  author = {Jan R. Magnus and Ashoke K. Sinha},
  title={On {Theil's Errors}},
  journal = {Econometrics Journal},
  volume = {8},
  year = {2005},
  pages = {39--54},
}

@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{Godfrey06b,
  author={L.G. Godfrey},
  title={Tests for {Regression Models} with {Heteroskedasticity} of {Unknown Form}},
  journal={Computational Statistics \& Data Analysis},
  year={2006},
  volume={50},
  pages={2715--2733},
}

@ARTICLE{Zeileis06,
    title = {Object-Oriented Computation of Sandwich Estimators},
    author = {Achim Zeileis},
    journal = {Journal of Statistical Software},
    year = {2006},
    volume = {16},
    number = {9},
    pages = {1--16},
    doi = {10.18637/jss.v016.i09},
}

@ARTICLE{Cribari07,
  title={Inference under {Heteroskedasticity} and {Leveraged Data}},
  author={Francisco Cribari-Neto and Tatiene C. Souza and Klaus L. P. Vasconcellos},
  journal={Communications in Statistics - Theory and Methods},
  volume={36},
  number={10},
  pages={1877--1888},
  year={2007},
}

@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{Royen07,
  title={{Integral Representations} and {Approximations} for {Multivariate Gamma Distributions}},
  author={Royen, Thomas},
  journal={Annals of the Institute of Statistical Mathematics},
  volume={59},
  number={3},
  pages={499--513},
  year={2007},
}

@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},
}

@BOOK{Chernick08,
  author={Michael R. Chernick},
  title={{Bootstrap Methods}: {A Guide} for {Practitioners} and {Researchers}},
  edition={2nd},
  year={2008},
  address={New York},
  publisher={Wiley},
}

@ARTICLE{Davidson08,
  author={Russell Davidson and Emmanuel Flachaire},
  title={The {Wild Bootstrap}, {Tamed} at {Last}},
  journal={Journal of Econometrics},
  year={2008},
  volume={146},
  pages={162--169},
}

@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},
}

@BOOK{Rencher08,
  author={Alvin C. Rencher and G. Bruce Schaalje},
  title={{Linear Models} in {Statistics}},
  year = {2008},
  publisher = {Wiley},
  address = {Hoboken, {NJ}},
  edition = {2nd},
}

@ARTICLE{Wu08,
  author={Tong Tong Wu and Kenneth Lange},
  title={{Coordinate Descent Algorithms} for {Lasso Penalized Regression}},
  journal={The Annals of Applied Statistics},
  year={2008},
  volume={2},
  pages={224--244},
  number={1},
}

@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},
}

@BOOK{Balakrishnan09,
  author={N. Balakrishnan and Chin-Diew Lai},
  title={{Continuous Bivariate Distributions}},
  year={2009},
  edition={2nd},
  address={New York},
  publisher={Springer},
}

@INBOOK{Gut09,
author={Gut, Allan},
title={{The Multivariate Normal Distribution}},
booktitle={An {Intermediate Course} in {Probability}},
year={2009},
chapter={5},
publisher={Springer},
address={New York},
pages={117--145},
}

@BOOK{Hastie09,
  title={{The Elements of Statistical Learning}: {Data Mining, Inference}, and {Prediction}},
  author={Hastie, Trevor and Tibshirani, Robert and Friedman, Jerome H.},
  edition={2nd},
  year={2009},
  address={New York},
  publisher={Springer},
}

@ARTICLE{Kauermann09,
  author={G{\" o}ran Kauermann and Gerda Claeskens and J. D. Opsomer},
  title={Bootstrapping for {Penalized Spline Regression}},
  year={2009},
  journal={Journal of Computational and Graphical Statistics},
  volume={18},
  number={1},
  pages={126--146},
}

@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},
    pages = {858-862},
    volume = {54},
  }

@ARTICLE{Gnecco10,
  title={Regularization {Techniques} and {Suboptimal Solutions} to {Optimization Problems} in {Learning} from {Data}},
  author={Gnecco, Giorgio and Sanguineti, Marcello},
  journal={Neural Computation},
  volume={22},
  number={3},
  pages={793--829},
  year={2010},
}

@BOOK{Lange10,
  author={Kenneth Lange},
  title={Numerical Analysis for Statisticians},
  edition={2nd},
  year={2010},
  address={New York},
  publisher={Springer},
}

@Manual{Leisch10,
    title = {{mlbench}: {Machine Learning Benchmark Problems}},
    author = {Friedrich Leisch and Evgenia Dimitriadou},
    year = {2010},
    note = {R package version 2.1-1},
    url = {https://cran.r-project.org/package=mlbench},
}

@ARTICLE{Luger10,
	author={Richard Luger},
	title={{An Omnibus Test} for {Heteroskedasticity}},
	journal={Economics Letters},
	year={2010},
	volume={106},
	pages={22--24},
}

@PHDTHESIS{Sartori10,
  author  = {Samantha Sartori},
  title   = {{Penalized Regression}:
{Bootstrap Confidence Intervals} and
{Variable Selection} for {High Dimensional
Data Sets}},
  school  = {University of Milan},
  year    = {2010},
}

@ARTICLE{Cribari11,
  title={{A New Heteroskedasticity-Consistent Covariance Matrix Estimator} for the {Linear Regression Model}},
  author={Francisco Cribari-Neto and Wilton Bernardino {da Silva}},
  journal={Advances in Statistical Analysis},
  volume={95},
  number={2},
  pages={129--146},
  year={2011},
}

@ARTICLE{Hesterberg11,
  author = {Tim Hesterberg},
  year={2011},
  title={Bootstrap},
  journal={Wiley Interdisciplinary Reviews: Computational Statistics},
  volume={3},
  number={6},
  pages={497--526},
}

@ARTICLE{Ng11,
  author={Marie Ng and Rand R. Wilcox},
  title={A {Comparison} of {Two-Stage Procedures} for {Testing Least-Squares Coefficients} under {Heteroscedasticity}},
  journal={British Journal of Mathematical and Statistical Psychology},
  volume={64},
  pages={244--258},
  year={2011},
}

@ARTICLE{Paloyo11,
  author={Alfredo R. Paloyo},
  title={{When Did We Begin} to {Spell `Heteros*edasticity' Correctly?}},
  journal={Ruhr Economic Papers},
  year={2011},
  volume={300},
  pages={1--24},
  doi={10.2139/ssrn.1973444},
}

@ARTICLE{Radchenko11,
  author={Peter Radchenko and Gareth M. James},
  title={{Improved Variable Selection} with {Forward-LASSO} Adaptive Shrinkage},
  journal={The Annals of Applied Statistics},
  year={2011},
  volume={5},
  number={1},
  pages={427--448},
}

@ARTICLE{Cheng12,
  author={Tsung-Chi Cheng},
  title={{On Simultaneously Identifying Outliers} and {Heteroscedasticity} without {Specific Form}},
  year={2012},
  journal={Computational Statistics \& Data Analysis},
  volume={56},
  number={7},
  pages={2258--2272},
}

@ARTICLE{Cho12,
  author={Haeran Cho and Piotr Fryzlewicz},
  title={{High Dimensional Variable Selection via Tilting}},
  year={2012},
  journal={Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
  volume={74},
  number={3},
  pages={593--622},
}

@BOOK{Greene12,
  title={{Econometric Analysis}},
  edition={7th},
  address={Essex},
  publisher={Pearson},
  year={2012},
  author = {William H. Greene},
}

@Manual{Mullen12,
    title = {nnls: The Lawson-Hanson algorithm for non-negative least squares
(NNLS)},
    author = {Katharine M. Mullen and Ivo H. M. {van Stokkum}},
    year = {2012},
    note = {R package version 1.4},
    url = {https://CRAN.R-project.org/package=nnls},
  }

@MISC{Petersen12,
  author={Kaare Brandt Petersen and Michael Syskind Pedersen},
  title={{The Matrix Cookbook}},
  year={2012},
  howpublished={Available at http://www2.imm.dtu.dk/pubdb/edoc/imm3274.pdf},
}

@BOOK{James13,
  author = {James, Gareth and Witten, Daniela and Hastie, Trevor and Tibshirani, Robert},
  publisher = {Springer},
  title = {{An Introduction to Statistical Learning}: with {Applications} in {R} },
  year = {2013},
  address = {New York},
}

@INCOLLECTION{MacKinnon13,
  author={James G. MacKinnon},
  title={Thirty {Years} of {Heteroskedasticity}-{Robust Inference}},
  booktitle={{Recent Advances} and {Future Directions} in {Causality, Prediction}, and {Specification Analysis}: {Essays} in {Honor} of {Halbert L. White Jr}},
  editor={Xiaohong Chen and Norman R. Swanson},
  publisher={Springer},
  year={2013},
  pages={437--462},
  address={New York},
}

@ARTICLE{Murteira13,
	author={Jos{\'e} M.R. Murteira and Esmeralda A. Ramalho and Joaquim J.S. Ramalho},
	title={{Heteroskedasticity Testing} through a {Comparison}
	of {Wald Statistics}},
	journal={Portuguese Economic Journal},
	year={2013},
	volume={12},
	number={2},
	pages={131--160},
}

@ARTICLE{Toker13,
  author={Selma Toker and G{\"u}lesen {\"U}st{\"u}nda\u{g} \c{S}iray and Selahattin Ka\c{c}{\i}ranlar},
  title={{Inequality Constrained Ridge Regression Estimator}},
  year={2013},
  journal={Statistics \& Probability Letters},
  volume={83},
  issue={10},
  pages={2391--2398},
}

@BOOK{Wooldridge13,
  title={{Introductory Econometrics}: {A Modern Approach}},
  edition={5th},
  address={Toronto},
  publisher={Cengage},
  year={2013},
  author = {Jeffrey M. Wooldridge},
}

@ARTICLE{Charrad14,
    title = {{NbClust}: {An R Package} for {Determining} the {Relevant Number} of {Clusters} in a {Data Set}},
    author = {Malika Charrad and Nadia Ghazzali and V{\'e}ronique Boiteau and Azam Niknafs},
    journal = {Journal of Statistical Software},
    year = {2014},
    volume = {61},
    number = {6},
    pages = {1--36},
    url = {http://www.jstatsoft.org/v61/i06/},
}

@MISC{Hesterberg15,
	author={Tim Hesterberg},
	title={{What Teachers Should Know} about the {Bootstrap}:
{Resampling} in the {Undergraduate Statistics
Curriculum}},
  journal={The American Statistician},
  volume={69},
  number={4},
  pages={371--386},
	year={2015},
}


@BOOK{Kaufman14,
	title={{Heteroskedasticity} in {Regression}: {Detection} and {Correction}},
	address={Thousand Oaks, {CA}},
	publisher={Sage},
	year={2014},
	author = {Robert L. Kaufman},
}

@ARTICLE{Simlai14,
  author={Prodosh Simlai},
  title={Estimation of {Variance} of {Housing Prices Using Spatial Conditional Heteroskedasticity (SARCH) Model} with an {Application} to {Boston Housing Price Data}},
  journal = {The Quarterly Review of Economics and Finance},
  year={2014},
  volume={54},
  number={1},
  pages={17--30},
}

@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},
	journal = {Journal of the Royal Statistical Society. Series B (Statistical Methodology)},
	year = {2015},
	volume = {77},
	pages = {893--922},
	number = {5},
}

@ARTICLE{Laurin16,
  author = {Charles Laurin and Dorret Boomsma and Gitta Lubke},
  title={{The Use} of {Vector Bootstrapping} to {Improve Variable Selection Precision} in {Lasso Models}},
  journal = {Statistical Applications in Genetics and Molecular Biology},
  volume={15},
  year={2016},
  number={4},
  pages={305--320},
}

@ARTICLE{Knottnerus16,
  author={Paul Knottnerus},
  title={{On New Variance Approximations} for {Linear Models} with {Inequality Constraints}},
  year={2016},
  journal={Statistica Neerlandica},
  volume={70},
  number={1},
  pages={26--46},
  doi={10.1111/stan.12072},
}

@Manual{Noorian15,
    title = {quadprogpp: {Quick Quadratic Programming Solver} in {C++}},
    author = {Farzad Noorian},
    year = {2015},
    note = {https://github.com/fnoorian/quadprogpp,
http://www.diegm.uniud.it/digaspero/index.php?page=software,
http://www.labri.fr/perso/guenneba/code/QuadProg/},
  }

@ARTICLE{Zhou15,
	author={Qian M. Zhou and Peter X.-K. Song and Mary E. Thompson},
	title={{Profiling Heteroscedasticity} in {Linear Regression Models}},
	journal={The Canadian Journal of Statistics},
	year={2015},
	volume={43},
	number={3},
	pages={358--377},
}

@ARTICLE{Aftab16,
  author={Nuzhat Aftab and Sohail Chand},
  year={2016},
  title={A {New Heteroskedastic Consistent Covariance Matrix Estimator Using Deviance Measure}},
  journal={Pakistan Journal of Statistics and Operations Research},
  volume={12},
  number={2},
  pages={235--244},
}

@BOOK{Liu16,
  author={Shen Liu},
  year={2016},
  title={Computational and {Statistical Methods} for {Analysing Big Data} with {Applications}},
  address={Amsterdam},
  publisher = {Elsevier},
}

@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}},
	journal={Journal of Systems Science and Complexity},
	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},
}


@MISC{Zimmermann17,
  title={Can the {Wild Bootstrap Be Tamed} into a {General Analysis of Covariance Model?}},
  author={Zimmermann, Georg and Pauly, Markus and Bathke, Arne C},
  eprint = {1709.08031},
  archivePrefix = {arXiv},
  primaryClass = {math.ST},
  note = {1709.08031},
  year ={2017},
}

@BOOK{Best17,
  author={Michael J. Best},
  title={{Quadratic Programming} with {Computer Programs}},
  year={2017},
  address={Boca Raton, {FL}},
  publisher={CRC},
}

@BOOK{Bruce17,
  author={Peter Bruce and Andrew Bruce},
  year={2017},
  title={Practical {Statistics} for {Data Scientists}: {50 Essential Concepts}},
  address={Sebastopol, {CA}},
  publisher={O'Reilly},
}

@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{Aftab18,
  author={Nuzhat Aftab and Sohail Chand},
  year={2018},
  title={A {Simulation-Based Evidence} on the {Improved Performance} of a {New Modified Leverage Adjusted Heteroskedastic Consistent Covariance Matrix Estimator in the Linear Regression Model}},
  journal={Kuwait Journal of Science},
  volume={45},
  number={3},
  pages={29--38},
}

@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{Derryberry18,
  author = {DeWayne Derryberry and Ken Aho and John Edwards and Teri Peterson},
  title = {Model {Selection} and {Regression} $t$-{Statistics}},
  year = {2018},
  journal = {The American Statistician},
  volume = {72},
  number = {4},
  pages = {379--381},}

@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{Li17,
 author={Shunyong Li and Nahui Zhang and Xiaoqin Zhang and Guannan Wang},
 title={A {New Heteroskedasticity-Consistent Covariance Matrix Estimator} and {Inference} under {Heteroskedasticity}},
 journal={Journal of Statistical Computation and Simulation},
 volume={87},
 year={2017},
 issue={1},
 pages={198--210},
}

@ARTICLE{Romano17,
 author={Joseph P. Romano and Michael Wolf},
 title={Resurrecting {Weighted Least Squares}},
 journal={Journal of Econometrics},
 year={2017},
 volume={197},
 pages={1--19},
}

@ARTICLE{White17,
  author={Kyle R. White and Leonard A. Stefanski and Yichao Wu},
  title = {Variable {Selection} in {Kernel Regression Using Measurement Error Selection Likelihoods}},
  journal = {Journal of the American Statistical Association},
  volume = {112},
  issue={520},
  pages = {1587--1597},
  year={2017},
}

@BOOK{Wood17,
 author = {Simon N. Wood},
 title={Generalized {Additive Models}: {An Introduction} with {R}},
 edition={2nd},
 year={2017},
 address={Boca Raton, {FL}},
 publisher={CRC},
}

@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},
}

@ARTICLE{Gaines18,
  title={Algorithms for {Fitting} the {Constrained LASSO}},
  author={Gaines, Brian R. and Kim, Juhyun and Zhou, Hua},
  journal={Journal of Computational and Graphical Statistics},
  volume={27},
  number={4},
  pages={861--871},
  year={2018},
}

@BOOK{Gujarati18,
  author={Damodar N. Gujarati},
  title={{Linear Regression}: {A Mathematical Introduction}},
  year={2018},
  publisher={Sage},
  address={London},
}

@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},
  }

@ARTICLE{Olive18,
  author={David J. Olive},
  journal={Statistical Papers},
  title={Applications of {Hyperellipsoidal Prediction Regions}},
  year={2018},
  volume={59},
  pages={913--931},
  doi={10.1007/s00362-016-0796-1},
}

@ARTICLE{Rosopa18,
  author={Patrick J. Rosopa and Alice M. Brawley and Theresa P. Atkinson and Stephen A. Robertson},
  title ={On the {Conditional} and {Unconditional Type I
Error Rates} and {Power} of {Tests} in {Linear Models}
with {Heteroscedastic Errors}},
  journal={Journal of Modern Applied Statistical Methods},
  year={2018},
  volume={17},
  issue={2},
  pages={2--26},
}

@Manual{Christopoulos19,
    title = {inflection: Finds the Inflection Point of a Curve},
    author = {Demetris T. Christopoulos},
    year = {2019},
    note = {R package version 1.3.5},
    url = {https://CRAN.R-project.org/package=inflection},
}

@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/},
}

@ARTICLE{Hastie20,
author = {Trevor Hastie and Robert Tibshirani and Ryan Tibshirani},
title = {{Best Subset, Forward Stepwise or Lasso? Analysis and Recommendations Based on Extensive Comparisons}},
volume = {35},
journal = {Statistical Science},
number = {4},
pages = {579 -- 592},
year = {2020},
doi = {10.1214/19-STS733},
}


@ARTICLE{James20,
  author = {Gareth M. James and Courtney Paulson and Paat Rusmevichientong},
  title={Penalized and {Constrained Optimization}: {An Application} to {High-Dimensional Website Advertising}},
  year={2020},
  journal={Journal of the American Statistical Association},
  volume={115},
  pages={107--122},
}

@Manual{Schwendinger20,
    title = {ROI.plugin.qpoases: `qpOASES' Plugin for the `R' Optimization Infrastructure},
    author = {Florian Schwendinger},
    year = {2020},
    note = {R package version 1.0-0},
    url = {https://CRAN.R-project.org/package=ROI.plugin.qpoases},
}

@Article{Theussl20,
    title = {{ROI}: An Extensible {R} Optimization Infrastructure},
    author = {Stefan Theu{\ss}l and Florian Schwendinger and Kurt Hornik},
    journal = {Journal of Statistical Software},
    year = {2020},
    volume = {94},
    number = {15},
    pages = {1--64},
    doi = {10.18637/jss.v094.i15},
  }

@BOOK{Paolella19,
  author={Marc S. Paolella},
  title={{Linear Models} and {Time-Series Analysis}: {Regression, ANOVA, ARMA} and {GARCH}},
  address={New York},
  publisher={Wiley},
	year={2019},
}

@Manual{Paulson19,
    title = {{PACLasso}: {Penalized} and {Constrained Lasso Optimization}},
    author = {Courtney Paulson},
    year = {2019},
    note = {R package version 1.0.0},
    url = {https://CRAN.R-project.org/package=PACLasso},
}

@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{Miller19,
    author = {Steve Miller and Richard Startz},
    title = {{Feasible Generalized Least Squares} {Using Support Vector Regression}},
    year = {2019},
    journal = {Economics Letters},
    volume = {175},
    pages = {28--31},
}

@BOOK{Miller19b,
  author={Irwin Miller and Marylees Miller},
  title={{John E. Freund's Mathematical Statistics} with {Applications}},
  year={2019},
  address={London},
  publisher={Pearson},
  edition={8th},
}

@ARTICLE{Perperoglou19,
  author={A. Perperoglou and W. Sauerbrei and M. Abrahamowicz},
  title={{A Review} of {Spline Function Procedures} in {R}},
  year={2019},
  journal={BMC Medical Research Methodology},
  volume={19},
  doi={10.1186/s12874-019-0666-3}
}

@ARTICLE{Salem19,
    title={A {New Heteroscedasticity Consistent Covariance Matrix
Estimator} and {Inference Based on Robust Methods}},
    author={Moustafa Salem and Amal A. Fattah and EL Houssainy A. Rady},
    journal = {Journal of Computational and Theoretical Nanoscience},
    volume={16},
    year={2019},
    pages={2687--2694},
}

@Manual{Turlach19,
    title = {{quadprog}: {Functions} to {Solve Quadratic Programming Problems}},
    author = {Berwin A. Turlach and Andreas Weingessel and Cleve Moler},
    year = {2019},
    note = {R package version 1.5-8},
    url = {https://CRAN.R-project.org/package=quadprog},
}

@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},
}

@ARTICLE{Yu19,
  title={{Quasi-Likelihood Ratio Tests} for {Homoscedasticity} in {Linear Regression}},
  author={Lili Yu and Varadan Sevilimedu and Robert Vogel and Hani Samawi},
  journal={Journal of Modern Applied Statistical Methods},
  volume={18},
  issue={1},
  year={2019},
  pages={eP2845},
  doi={10.22237/jmasm/1556669460},
}

@Manual{Harlow20,
    title = {quadprogXT: {Quadratic Programming} with {Absolute Value Constraints}},
    author = {Bob Harlow},
    year = {2020},
    note = {R package version 0.0.5},
    url = {https://CRAN.R-project.org/package=quadprogXT},
  }

@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},
  }

@article{Stellato20,
  author  = {Stellato, B. and Banjac, G. and Goulart, P. and Bemporad, A. and Boyd, S.},
  title   = {{OSQP}: {An Operator Splitting Solver} for {Quadratic Programs}},
  journal = {Mathematical Programming Computation},
  volume  = {12},
  number  = {4},
  pages   = {637--672},
  year    = {2020},
  doi     = {10.1007/s12532-020-00179-2},
  url     = {https://doi.org/10.1007/s12532-020-00179-2},
}

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

@ARTICLE{Zeileis20,
    title={{Various Versatile Variances:} {An Object-Oriented Implementation} of {Clustered Covariances} in {R}},
    author={Achim Zeileis and Susanne K{\"o}ll and Nathaniel Graham},
    journal={Journal of Statistical Software},
    year ={2020},
    volume={95},
    issue={1},
    pages={1--36},
}

@ARTICLE{Chen21,
  author={James Ming Chen},
  title={{An Introduction} to {Machine Learning} for {Panel Data}},
  year={2021},
  journal={International Advances in Economic Research},
  volume={27},
  pages={1--16},
}

@BOOK{Fox21,
  author = {Fox, William P.},
  edition={1st},
  title={{Nonlinear Optimization}: {Models and Applications}},
  address={Boca Raton, {FL}},
  publisher={Chapman and Hall/CRC},
  year={2021},
}

@Manual{Gerhard21,
    title = {goric: Generalized Order-Restricted Information Criterion},
    author = {Daniel Gerhard and Rebecca M. Kuiper},
    year = {2021},
    note = {R package version 1.1-2},
    url = {https://CRAN.R-project.org/package=goric},
}

@Manual{Stellato21,
    title = {osqp: Quadratic Programming Solver using the 'OSQP' Library},
    author = {Bartolomeo Stellato and Goran Banjac and Paul Goulart and Stephen Boyd},
    year = {2021},
    note = {R package version 0.6.0.5},
    url = {https://CRAN.R-project.org/package=osqp},
  }

@Manual{Wickham21,
    title = {devtools: Tools to Make Developing R Packages Easier},
    author = {Hadley Wickham and Jim Hester and Winston Chang and Jennifer Bryan},
    year = {2021},
    note = {R package version 2.4.3},
    url = {https://CRAN.R-project.org/package=devtools},
  }

@Manual{Borchers22,
    title = {pracma: {Practical Numerical Math Functions}},
    author = {Hans W. Borchers},
    year = {2022},
    note = {R package version 2.3.8},
    url = {https://CRAN.R-project.org/package=pracma},
  }

@Manual{Rsoftware,
    title = {R: {A Language} and {Environment} for {Statistical Computing}},
    author = {{R Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2022},
    url = {https://www.R-project.org/},
  }

@Manual{Zarnowiec22,
  title={{Golden Section Method Algorithm},
  author={Katarzyna Zarnowiec},
  organization={MATLAB Central File Exchange},
  url={https://www.mathworks.com/matlabcentral/fileexchange/25919-golden-section-method-algorithm},
  urldate={2022-10-19},
  year={2022},
}

}
