Inference under heteroscedasticity of unknown form using an adaptive estimator
From MaRDI portal
Recommendations
- A Monte Carlo study of heteroscedasticity consistent covariance matrix estimator methods in linear regression models
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
- A Robust Heteroskedasticity Consistent Covariance Matrix Estimator
- Asymptotic inference under heteroskedasticity of unknown form
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form
Cites work
- A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Adapting for heteroscedasticity in linear models
- Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Asymptotic inference under heteroskedasticity of unknown form
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
- Bootstrap methods: another look at the jackknife
- Estimating Heteroscedastic Variances in Linear Models
- Estimation for a linear regression model with unknown diagonal covariance matrix
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap∗
- Heteroskedasticity-consistent interval estimators
- Jackknifing in Unbalanced Situations
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
Cited in
(12)- Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
- A Monte Carlo study of heteroscedasticity consistent covariance matrix estimator methods in linear regression models
- Addressing the distributed lag models with heteroscedastic errors
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity
- Improved inference for the panel data model with unknown unit-specific heteroscedasticity: a Monte Carlo evidence
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
- Efficient estimation and robust inference of linear regression models in the presence of heteroscedastic errors and high leverage points
- Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
- The Almon M-estimator for the distributed lag model in the presence of outliers
- An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
- An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers
- A novel Bayesian framework to address unknown heteroscedasticity for the linear regression model
This page was built for publication: Inference under heteroscedasticity of unknown form using an adaptive estimator
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2892643)
