Using heteroscedasticity-consistent standard errors for the linear regression model with correlated regressors
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Publication:2876149
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Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
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- A new class of blased estimate in linear regression
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- Bootstrap methods: another look at the jackknife
- Good ridge estimators based on prior information
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap∗
- Heteroskedasticity-consistent interval estimators
- Inference under heteroscedasticity of unknown form using an adaptive estimator
- Leverage-adjusted heteroskedastic bootstrap methods
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form
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- Multicollinearity and the Mean Square Error of Alternative Estimators
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
- On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors
- Ridge Regression – A Simulation Study
- Tests of regression coefficients under ridge regression models
- The sampling distribution of shrinkage estimators and their F-ratios in the regression model
Cited in
(8)- VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity
- Ridge estimation in linear models with heteroskedastic errors
- Performance of Kibria's method for the heteroscedastic ridge regression model: some Monte Carlo evidence
- A Monte Carlo study of heteroscedasticity consistent covariance matrix estimator methods in linear regression models
- New heteroscedasticity-adjusted ridge estimators in linear regression model
- Addressing the distributed lag models with heteroscedastic errors
- An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors
- Robust regression: testing global hypotheses about the slopes when there is multicollinearity or heteroscedasticity
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