Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302): Difference between revisions

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scientific article; zbMATH DE number 7493368

Language	Label	Description	Also known as
English	Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference	scientific article; zbMATH DE number 7493368

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instance of

scholarly article

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title

Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (English)

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Journal of Statistical Computation and Simulation

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publication date

18 March 2022

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zbMATH Keywords

heteroskedasticity

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finite-sample theory

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imhof distribution

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describes a project that uses

AS 256

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00949655.2020.1871480

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cites work

Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

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Q5613647

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Jackknifing in Unbalanced Situations

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Q3549440

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Asymptotic inference under heteroskedasticity of unknown form

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Heteroskedasticity-robust inference in finite samples

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Computing the distribution of quadratic forms in normal variables

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Estimating Heteroscedastic Variances in Linear Models

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Jackknife, bootstrap and other resampling methods in regression analysis

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Q3959963

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Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form

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The wild bootstrap, tamed at last

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Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process

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Finite Sample Econometrics

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Model specification and endogeneity

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Q3740196

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Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap

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Asymptotic theory and wild bootstrap inference with clustered errors

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Identifiers

DOI

10.1080/00949655.2020.1871480

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5065302

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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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@@ Property / cites work @@
+Q5613647
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+Normal rank
@@ Property / cites work @@
+Jackknifing in Unbalanced Situations
@@ Property / cites work: Jackknifing in Unbalanced Situations / rank @@
+Normal rank
@@ Property / cites work @@
+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+Q3549440
@@ Property / cites work: Q3549440 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic inference under heteroskedasticity of unknown form
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity-robust inference in finite samples
+Normal rank
@@ Property / cites work @@
+Computing the distribution of quadratic forms in normal variables
+Normal rank
@@ Property / cites work @@
+Estimating Heteroscedastic Variances in Linear Models
+Normal rank
@@ Property / cites work @@
+Jackknife, bootstrap and other resampling methods in regression analysis
+Normal rank
@@ Property / cites work @@
+Q3959963
@@ Property / cites work: Q3959963 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
+Normal rank
@@ Property / cites work @@
+The wild bootstrap, tamed at last
@@ Property / cites work: The wild bootstrap, tamed at last / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Finite Sample Econometrics
@@ Property / cites work: Finite Sample Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Model specification and endogeneity
@@ Property / cites work: Model specification and endogeneity / rank @@
+Normal rank
@@ Property / cites work @@
+Q3740196
@@ Property / cites work: Q3740196 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
+Normal rank
@@ Property / cites work @@
+Asymptotic theory and wild bootstrap inference with clustered errors
+Normal rank
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+Publication:5065302