Pages that link to "Item:Q2630153"

The following pages link to Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153):

Displaying 15 items.

• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects (Q2226824) (← links)
• High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
• Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153) (← links)
• A Simple Heteroscedasticity Removing Filter (Q2903818) (← links)
• Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• A control function approach to estimate panel data binary response model (Q5095202) (← links)
• Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)