Pages that link to "Item:Q1053403"
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The following pages link to A heteroscedasticity-consistent covariance matrix estimator for time series regressions (Q1053403):
Displayed 5 items.
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses (Q1265788) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- Some results on the Glejser and Koenker tests for heteroskedasticity (Q1915472) (← links)
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients (Q1927432) (← links)
- On improving the robustness and reliability of Rao's score test (Q5943799) (← links)