Pages that link to "Item:Q737286"

The following pages link to Robust tests for heteroskedasticity in the one-way error components model (Q737286):

Displaying 9 items.

• Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
• Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
• Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
• Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
• Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option (Q2353849) (← 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 in two-way fixed effects panel data models (Q5036967) (← links)
• Testing for distributional features in varying coefficient panel data models (Q5860971) (← links)