Goldfeld Quandt Test: Comparison of Variances of Error Terms
The Goldfeld Quandt test is one of two tests proposed in a 1965 paper by Stephen Goldfeld and Richard Quandt. Both parametric and nonparametric tests are described in the paper, but the term “Goldfeld–Quandt test” is usually associated only with the parametric test.Goldfeld-Quandt test is frequently used as it is …