A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models (Q694940): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2012.04.058
+Normal rank
@@ Property / OpenAlex ID @@
+W1970527510
@@ Property / OpenAlex ID: W1970527510 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic inference under heteroskedasticity of unknown form
+Normal rank
@@ Property / cites work @@
+Inference Under Heteroskedasticity and Leveraged Data
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Jackknifing in Unbalanced Situations
@@ Property / cites work: Jackknifing in Unbalanced Situations / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Heteroscedastic Variances in Linear Models
+Normal rank
@@ Property / cites work @@
+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
+Normal rank
@@ Property / cites work @@
+Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank