Pages that link to "Item:Q90764"
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The following pages link to A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764):
Displaying 12 items.
- skedastic (Q90775) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Incremental localization algorithm based on regularized iteratively reweighted least square (Q1692071) (← links)
- Some improvements in confidence intervals for standardized regression coefficients (Q1695735) (← links)
- Linear regression estimation methods for inferring standard values of snow load in small sample situations (Q2193339) (← links)
- Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
- Heteroskedastic linear regression model with compositional response and covariates (Q5036386) (← links)
- Addressing the distributed lag models with heteroscedastic errors (Q5086399) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (Q5106770) (← links)
- Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches (Q5107402) (← links)
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage (Q5138727) (← links)
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292) (← links)
