Estimating Heteroscedastic Variances in Linear Models
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Cited in
(48)- On testing a subset of regression parameters under heteroskedasticity
- Nonnegativity of admissible invariant quadratic estimates in mixed linear models with two variance components
- Estimation of the first and second order parameters in regression models with special structure
- Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
- Estimation of some partially specified nonlinear models
- Analysis of fixed effects linear models under heteroscedastic errors
- Almost unbiased variance estimation in linear regressions with many covariates
- On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators
- Jackknifing type weighted least squares estimators in partially linear regression models.
- Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model
- Testing inference in heteroskedastic fixed effects models
- New heteroskedasticity-robust standard errors for the linear regression model
- Inference under heteroscedasticity of unknown form using an adaptive estimator
- Ridge estimation in linear models with heteroskedastic errors
- Heteroskedasticity-consistent interval estimators
- Mem squared error estimation in finite populations under nonlinear models
- Analytical uses of Kalman filtering in econometrics — A survey
- On equivalencies between design-based and regression-based variance estimators for randomized experiments
- Confidence intervals for treatment effect from restricted maximum likelihood
- A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators
- Maximum likelihood estimation of variance components of heteroscedastic random anova model
- Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
- Heteroskedastic linear regression model with compositional response and covariates
- Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
- Endogeneity in semiparametric threshold regression
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity
- Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches
- Approximate inference in heteroskedastic regressions: a numerical evaluation
- Heteroscedastic additive models: estimating the fixed effects and covariance matrix parameters
- Ordinary and weighted least-squares estimators
- Inference Under Heteroskedasticity and Leveraged Data
- Estimating common parameters in heterogeneous random effects models
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
- Asymptotic distribution of the weighted least squares estimator
- Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates
- Testing many restrictions under heteroskedasticity
- An improved ridge-type estimator leveraging weighted least squares and horn’s scaling for heteroscedastic regression
- A review and comparison of methods of parameter estimation and inference for heteroskedastic linear regression models
- Theory and computational tool for interval estimation in linear regressions under heteroscedasticity of unknown form using double bootstrap methods
- A comparison of the variance estimation methods for heteroscedastic nonlinear models
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
- GMM inference in the matrix exponential spatial specification
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models
- Estimating common vector parameters in interlaboratory studies
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
- Robust variance estimation for random effects meta-analysis
- Conservative confidence intervals based on weighted means statistics
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