Robust tests for heteroskedasticity in the one-way error components model
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Cites work
- scientific article; zbMATH DE number 3949560 (Why is no real title available?)
- scientific article; zbMATH DE number 131052 (Why is no real title available?)
- scientific article; zbMATH DE number 962738 (Why is no real title available?)
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- A Simple Test for Heteroscedasticity and Random Coefficient Variation
- A note on Studentizing a test for heteroscedasticity
- Diagnostic testing and evaluation of maximum likelihood models
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE
- Implicit Alternatives and the Local Power of Test Statistics
- Joint LM test for homoskedasticity in a one-way error component model
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Model specification tests. A simultaneous approach
- NON-NORMALITY AND TESTS ON VARIANCES
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- Quantile regression for dynamic panel data with fixed effects
- Quantile regression for longitudinal data
- Robust Statistics
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Specification Tests Based on Artificial Regressions
- Testing for conditional heteroskedasticity with misspecified alternative hypotheses
- Testing for heteroskedasticity and serial correlation in a random effects panel data model
Cited in
(15)- Testing for heteroskedasticity in fixed effects models
- Robust heteroskedasticity-robust tests
- Joint LM test for homoskedasticity in a one-way error component model
- Moment-based tests for individual and time effects in panel data models
- Testing for serial correlation in hierarchical linear models
- Tests for skewness and kurtosis in the one-way error component model
- Inference about clustering and parametric assumptions in covariance matrix estimation
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
- Robust testing for random effects in unbalanced heteroscedastic one-way models
- Testing for distributional features in varying coefficient panel data models
- Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option
- Testing for heteroskedasticity in two-way fixed effects panel data models
- Conditional score tests for heteroscedasticity in the two-way error components model
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model
- Robustifying Glejser test of heteroskedasticity
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