Pages that link to "Item:Q4246599"

The following pages link to Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing (Q4246599):

Displaying 26 items.

• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
• Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
• A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
• Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
• Tests of random walk: A comparison of bootstrap approaches (Q1037439) (← links)
• Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616) (← links)
• On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
• Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
• Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗ (Q2747234) (← links)
• Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149) (← links)
• Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643) (← links)
• Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap (Q3007556) (← links)
• Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap<i>vs</i>. pairs bootstrap (Q3070605) (← links)
• Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
• A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (Q4420245) (← links)
• Leverage-adjusted heteroskedastic bootstrap methods (Q4825492) (← links)
• A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (Q5106770) (← links)
• Approximate inference in heteroskedastic regressions: A numerical evaluation (Q5123554) (← links)
• Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (Q5299959) (← links)
• Heteroskedasticity-Robust Inference in Linear Regressions (Q5305502) (← links)
• Inference Under Heteroskedasticity and Leveraged Data (Q5421542) (← links)
• The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors (Q5436432) (← links)
• The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← links)
• Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (Q5697315) (← links)
• Detection of latent heteroscedasticity and group-based regression effects in linear models via Bayesian model selection (Q6631872) (← links)