One of the usual assumptions for the GLM procedure is that the underlying errors are all uncorrelated with homogeneous variances. You can test this assumption in PROC GLM by using the HOVTEST option ...

Limit distributions both under the null and a sequence of alternative hypotheses are derived for the likelihood ratio and related statistics for testing the homogeneity of several autoregressive ...

Four large-sample methods are proposed for testing the equality of the variances of a p-variate normal population. Two of the methods are asymptotically distribution robust against departures from the ...