A note on bootstrapped Whiteʹs test for heteroskedasticity in regression models

We show the bootstrap procedure of Jeong and Lee [Jeong, J. and Lee, K., 1999. Bootstrapped Whiteʹs test for heteroskedasticity in regression models. Economics Letters, 63, 261–267.] leads to the same bootstrapped distribution of the Whiteʹs test as that based on a standard bootstrap procedure when there exists an intercept in the underlying linear regression model