Pages that link to "Item:Q957210"
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The following pages link to The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210):
Displaying 14 items.
- A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
- Second special issue on computational econometrics (Q957202) (← links)
- Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
- Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
- Corrected local polynomial estimation in varying-coefficient models with measurement errors (Q3417681) (← links)
- Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
- On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
- A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
