A note on a heteroscedastic model
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(18)- A note on Studentizing a test for heteroscedasticity
- Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses
- Semiparametric random coefficient regression models
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- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Testing for unit root processes in random coefficient autoregressive models
- Generalized LM tests for functional form and heteroscedasticity
- Efficient specification tests for limited dependent variable models
- ON THE STABILITY OF A HETEROSCEDASTIC PROCESS
- A rule of thumb for mixed heteroskedasticity
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics
- Maximum likelihood estimates for the Hildreth–Houck random coefficients model
- Variance least squares estimators for multivariate linear mixed model
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
- Testing random effects in nonlinear mixed-effects models
- An extension of a standard test for heteroskedasticity to a systems framework
- Generalized nonlinear models and variance function estimation
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