Efficient pseudo-Gaussian and rank-based detection of random regression coefficients
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Cites work
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- scientific article; zbMATH DE number 1482698 (Why is no real title available?)
- scientific article; zbMATH DE number 3798923 (Why is no real title available?)
- scientific article; zbMATH DE number 3441440 (Why is no real title available?)
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- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- A maximum likelihood estimation method for random coefficient regression models
- Analysis of panel data
- Asymptotic methods in statistical decision theory
- Diagnostics for heteroscedasticity in regression
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Efficient detection of random coefficients in autoregressive models
- Estimating coefficient distributions in random coefficient regressions
- Goodness of fit tests in random coefficient regression models
- Minimum distance estimation in random coefficient regression models
- Most Stringent Somewhere Most Powerful Tests Against Alternatives Restricted by a Number of Linear Inequalities
- Neyman's \({\mathrm C}(\alpha)\) test for unobserved heterogeneity
- On adaptive estimation in stationary ARMA processes
- On nonparametric estimation of intercept and slope distributions in random coefficient regression
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
- Random coefficient regressions: parametric goodness-of-fit tests.
- Rank tests for testing randomness of a regression coefficient in a linear regression model
- Semi-parametric efficiency, distribution-freeness and invariance
- Testing Statistical Hypotheses
- The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
- \(R\)-estimation for asymmetric independent component analysis
Cited in
(9)- Marc Hallin: a commented bibliography (from 1972 to 2023)
- Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression
- Efficient detection of random coefficients in autoregressive models
- Homogeneity tests for one-way models with dependent errors under correlated groups
- Tests for the existence of group effects and interactions for two-way models with dependent errors
- Optimal tests for random effects in linear mixed models
- Detecting random effects and error correlation in a periodic multiple regression model
- Locally optimal tests against periodic linear regression in short panels
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
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