Robust heteroskedasticity-robust tests
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Publication:1782379
DOI10.1016/J.ECONLET.2017.07.008zbMATH Open1401.62112OpenAlexW2735841691MaRDI QIDQ1782379FDOQ1782379
Authors: Patrick Richard 
Publication date: 20 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2017.07.008
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Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- The wild bootstrap, tamed at last
- Asymptotic inference under heteroskedasticity of unknown form
- Approximate Power Functions for Some Robust Tests of Regression Coefficients
- Resurrecting weighted least squares
- Heteroskedasticity-robust inference in finite samples
- Higher order properties of the wild bootstrap under misspecification
- Heteroskedasticity–robust tests with minimum size distortion
Cited In (7)
- Bootstrapping the Hausman test in panel data models
- Residual bootstrap tests in linear models with many regressors
- Heteroskedasticity-robust inference in finite samples
- A robust bootstrap test under heteroskedasticity
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
- Heteroskedasticity–robust tests with minimum size distortion
- HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
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