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

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+Asymptotic inference under heteroskedasticity of unknown form
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+Inference Under Heteroskedasticity and Leveraged Data
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Jackknifing in Unbalanced Situations
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+Estimating Heteroscedastic Variances in Linear Models
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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