Pages that link to "Item:Q90747"

The following pages link to A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747):

Displaying 50 items.

• Conditional volatility, skewness, and kurtosis: Existence, persistence, and comovements (Q951384) (← links)
• The impact of managerial and organizational aspects on hospital wards' efficiency: Evidence from a case study (Q953456) (← links)
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
• The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
• Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
• A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
• Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
• An extended Gaussian max-stable process model for spatial extremes (Q998982) (← links)
• Quick estimation of tourist nights spent in Italy (Q1001749) (← links)
• An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
• Capacity decisions for high-tech products with obsolescence (Q1011270) (← links)
• Using least squares and Tobit in second stage DEA efficiency analyses (Q1015001) (← links)
• Price bubbles sans dividend anchors: evidence from laboratory stock markets (Q1017070) (← links)
• On testing a subset of regression parameters under heteroskedasticity (Q1020699) (← links)
• Homogenous panel unit root tests under cross sectional dependence: finite sample modifications and the wild bootstrap (Q1023937) (← links)
• Internal supply chain coordination in the electric utility industry (Q1027552) (← links)
• Effects of coordinated strategies on product and process R\&D (Q1028680) (← links)
• Is regression adjustment supported by the Neyman model for causal inference? (Q1036725) (← links)
• Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models (Q1037440) (← links)
• Multivariate regression models for panel data (Q1050065) (← links)
• Partially generalized least squares and two-stage least squares estimators (Q1053397) (← links)
• A remark on serial correlation in maximum likelihood (Q1053401) (← links)
• A heteroscedasticity-consistent covariance matrix estimator for time series regressions (Q1053403) (← links)
• Model specification tests. A simultaneous approach (Q1053408) (← links)
• Least absolute deviations estimation for the censored regression model (Q1061446) (← links)
• Empirical modeling in dynamic econometrics (Q1083014) (← links)
• The estimation of complete aggregation structures (Q1083824) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• Residual analysis in the grouped and censored normal linear model (Q1087296) (← links)
• Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
• Stochastic production frontiers and panel data: A latent variable framework (Q1129997) (← links)
• A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
• Qualitative threshold ARCH models (Q1185111) (← links)
• Estimation of multivariate non-linear time series models (Q1193965) (← links)
• Bayesian decisions with ambiguous belief aversion (Q1196179) (← links)
• Adaptive estimation in time series regression models (Q1203090) (← links)
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← links)
• Some analysis of the long-run time series properties of consumption and income in the U.K (Q1206351) (← links)
• A simple multiple variance ratio test (Q1260679) (← links)
• Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
• Price and seller concentration in cement: Effective oligopoly or misspecified transportation cost? (Q1275134) (← links)
• Bootstrapped White's test for heteroskedasticity in regression models (Q1292331) (← links)
• Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
• Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
• Kernel autocorrelogram for time-deformed processes (Q1299537) (← links)
• Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models (Q1299545) (← links)
• A surprise-quiz view of learning in economic experiments (Q1300673) (← links)
• Simulated latent variable estimation of models with ordered categorical data (Q1305650) (← links)
• Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)