Robust tests for heteroskedasticity in the one-way error components model (Q737286): Difference between revisions

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+W2000714874
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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+Joint LM test for homoskedasticity in a one-way error component model
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+Testing for heteroskedasticity and serial correlation in a random effects panel data model
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+Model specification tests. A simultaneous approach
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+NON-NORMALITY AND TESTS ON VARIANCES
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+A Simple Test for Heteroscedasticity and Random Coefficient Variation
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+Testing for conditional heteroskedasticity with misspecified alternative hypotheses
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+Implicit Alternatives and the Local Power of Test Statistics
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+Specification Tests Based on Artificial Regressions
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+Quantile regression for dynamic panel data with fixed effects
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+Robust Statistics
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+A note on Studentizing a test for heteroscedasticity
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+Quantile regression for longitudinal data
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+Robust Tests for Heteroscedasticity Based on Regression Quantiles
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
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+Diagnostic testing and evaluation of maximum likelihood models
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
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