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- errors under heteroskedasticity of unknown form 2011-08-01 Paper Beta autoregressive moving average models 2011-01-22 Paper A new heteroskedasticity-consistent...10 bytes (16 words) - 02:58, 9 December 2023
- Tests for regression models with heteroskedasticity of unknown form 2008-12-11 Paper The wild bootstrap and heteroskedasticity-robust tests for serial correlation...10 bytes (16 words) - 03:20, 9 December 2023
- errors 2021-07-30 Paper Serial Correlation Robust LM 2020-11-10 Paper HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING...10 bytes (15 words) - 12:08, 7 October 2023
- autoregressive dynamics under multivariate generalized autoregressive heteroskedasticity 2024-07-17 Paper Dynamic Score-Driven Independent Component Analysis...10 bytes (13 words) - 23:40, 9 December 2023
- functions in short panel vector autoregressions 2016-08-12 Paper Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix 2016-08-10...10 bytes (13 words) - 10:11, 6 October 2023
- Publication Date of Publication Type A Heteroskedasticity-RobustF-Test Statistic for Individual Effects 2022-05-31 Paper Testing...10 bytes (15 words) - 13:29, 28 January 2024
- improved test for heteroskedasticity using adjusted modified profile likelihood inference 2004-09-08 Paper An improved test for heteroskedasticity using adjusted...10 bytes (18 words) - 02:59, 9 December 2023
- Markov-switching heteroskedasticity 2020-05-19 Paper Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity 2020-04-01...10 bytes (15 words) - 17:28, 9 December 2023
- regression 2016-09-15 Paper Maximum entropy autoregressive conditional heteroskedasticity model 2016-07-04 Paper On Testing the Equality of Mean and Quantile...10 bytes (16 words) - 18:34, 24 September 2023
- models 2020-06-18 Paper Bayesian option pricing using mixed normal heteroskedasticity models 2018-11-23 Paper On loss functions and ranking forecasting...10 bytes (17 words) - 21:05, 9 December 2023
- Semiparametric Models 2019-01-29 Paper Instrumental variable estimation with heteroskedasticity and many instruments 2018-12-04 Paper Inference in Linear Regression...10 bytes (15 words) - 14:43, 10 December 2023
- FOR CORRELATION 2024-01-09 Paper How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? 2023-08-15 Paper Treatment recommendation with distributional...10 bytes (13 words) - 11:31, 24 September 2023
- structural change 2016-01-01 Paper A note on bootstrapped White's test for heteroskedasticity in regression models 2013-01-28 Paper Bootstrapping stochastic regression...10 bytes (13 words) - 18:59, 6 October 2023
- 2009-08-12 Paper The smooth Colonel meets the Reverend 2009-07-16 Paper Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without...10 bytes (15 words) - 15:09, 11 December 2023
- Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity 2008-05-28 Paper Non-linearity tests based on order statistics and...10 bytes (13 words) - 02:34, 9 December 2023
- Paper A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity 1980-05-01 Paper A Heteroskedasticity-Consistent...10 bytes (16 words) - 21:17, 8 December 2023
- Publication Date of Publication Type How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? 2023-08-15 Paper A Modern Gauss-Markov Theorem? Really...10 bytes (15 words) - 22:03, 9 December 2023
- 2016-05-27 Paper ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY 2016-01-22 Paper Specification test for panel data models with interactive...10 bytes (13 words) - 09:04, 6 October 2023
- Paper An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator 1992-09-27 Paper Heteroskedasticity and Autocorrelation...10 bytes (18 words) - 11:47, 8 December 2023
- improved test for heteroskedasticity using adjusted modified profile likelihood inference 2004-09-08 Paper An improved test for heteroskedasticity using adjusted...10 bytes (19 words) - 18:11, 6 October 2023
