Pages that link to "Item:Q4443971"

The following pages link to IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE (Q4443971):

Displaying 16 items.

• Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
• Testing for heteroskedasticity and spatial correlation in a two way random effects model (Q1615227) (← links)
• Instrumental variable estimation of heteroskedasticity adaptive error component models (Q1926091) (← links)
• High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153) (← links)
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
• Bayesian estimation of a random effects heteroscedastic probit model (Q3161680) (← links)
• ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS (Q4678783) (← links)
• Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (Q5193253) (← links)
• Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292) (← links)
• Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (Q5299959) (← links)
• Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors (Q5861038) (← links)