Pages that link to "Item:Q90747"
From MaRDI portal
The following pages link to A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747):
Displaying 50 items.
- Higher order properties of the wild bootstrap under misspecification (Q528076) (← links)
- Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model (Q529761) (← links)
- Robust estimation under error cross section dependence (Q529792) (← links)
- GMM estimation of spatial autoregressive models with unknown heteroskedasticity (Q530968) (← links)
- Model-robust regression and a Bayesian ``sandwich'' estimator (Q542978) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Two-stage estimation of structural labor supply parameters using interval data from the 1971 Canadian census (Q585642) (← links)
- Pearson residual and efficiency of parameter estimates in generalized linear model (Q607226) (← links)
- Tolerance intervals in a heteroscedastic linear regression context with applications to aerospace equipment surveillance (Q613742) (← links)
- Minimum distance conditional variance function checking in heteroscedastic regression models (Q631625) (← links)
- Saving behavior of older households: (Q672785) (← links)
- Human capital and economic growth (Q674095) (← links)
- From association to causation via regression (Q679036) (← links)
- Multiple capital inputs, \(Q\), and investment spending (Q690180) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models (Q694940) (← links)
- Application of the simultaneous least squares-probit Nelson-Olson covariance estimator for stratified surveys (Q694952) (← links)
- A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions (Q720401) (← links)
- On estimating efficiency effects in a stochastic frontier model (Q724176) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
- Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- A study of several new and existing tests for heteroscedasticity in the general linear model (Q760733) (← links)
- Tobit models: A survey (Q794129) (← links)
- An extension of a standard test for heteroskedasticity to a systems framework (Q794130) (← links)
- Innovation and employment: Evidence from Italian microdata (Q816049) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
- Noisy leadership: An experimental approach (Q863265) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Dualism and cross-country growth regressions (Q868479) (← links)
- Semi-strong linearity testing in linear models with dependent but uncorrelated errors (Q893971) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
- The jackknife and heteroskedasticity: consistent variance estimation for regression models (Q899742) (← links)
- A note on linear heteroscedasticity models (Q899893) (← links)
- Estimating covariances of parameter estimates from different models (Q900071) (← links)
- Money announcements and the risk premium (Q900140) (← links)
- On the calculation of the information matrix test in the normal linear regression model (Q902620) (← links)
- On the robustness of the F-test to autocorrelation among disturbances (Q902663) (← links)
- Estimating the model with fixed and random effects by a robust method (Q905235) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
- Determinants of S\&P 500 index option returns (Q941727) (← links)
- Unit root testing based on BLUS residuals (Q947206) (← links)
