Robust heteroskedasticity-robust tests (Q1782379)

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Language	Label	Description	Also known as
English	Robust heteroskedasticity-robust tests	scientific article

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scholarly article

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Robust heteroskedasticity-robust tests (English)

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Patrick Richard

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Economics Letters

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publication date

20 September 2018

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zbMATH Keywords

heteroskedasticity

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robust inference

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wild bootstrap

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.econlet.2017.07.008

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Asymptotic inference under heteroskedasticity of unknown form

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The wild bootstrap, tamed at last

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Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

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Heteroskedasticity-robust inference in finite samples

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Higher order properties of the wild bootstrap under misspecification

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Heteroskedasticity–robust tests with minimum size distortion

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Resurrecting weighted least squares

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Approximate Power Functions for Some Robust Tests of Regression Coefficients

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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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Identifiers

zbMATH Open document ID

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10.1016/j.econlet.2017.07.008

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1782379

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