Pages that link to "Item:Q524816"
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The following pages link to A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816):
Displaying 4 items.
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044) (← links)
- A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)
