Pages that link to "Item:Q737290"
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The following pages link to Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290):
Displayed 14 items.
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- Autoregressive spatial spectral estimates (Q1706446) (← links)
- Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
- Limit theorems for network dependent random variables (Q2024457) (← links)
- Estimation of spatial sample selection models: a partial maximum likelihood approach (Q2106403) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
- Small-sample inference with spatial HAC estimators (Q2345153) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
- Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
- Spatial Correlation Robust Inference in Linear Regression and Panel Models (Q6190718) (← links)