A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model
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Publication:90764
DOI10.1007/S10182-010-0141-2zbMATH Open1477.62172OpenAlexW2069899827MaRDI QIDQ90764FDOQ90764
Authors: Francisco Cribari-Neto, Wilton Bernardino da Silva, Wilton Bernardino da Silva, Francisco Cribari-Neto 
Publication date: 4 November 2010
Published in: AStA. Advances in Statistical Analysis, AStA Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-010-0141-2
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Cited In (28)
- Almost unbiased variance estimation in linear regressions with many covariates
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators
- Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches
- A new covariance estimator in random coefficient regression model
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: a Monte Carlo evidence
- Addressing the distributed lag models with heteroscedastic errors
- Inference in linear regression models with many covariates and heteroscedasticity
- Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors
- Heteroskedasticity-consistent interval estimators
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity
- A new GEE method to account for heteroscedasticity using asymmetric least-square regressions
- Alternative HAC covariance matrix estimators with improved finite sample properties
- The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models
- Properties of the coefficient estimators for the linear regression model with heteroskedastic error term
- Heteroskedastic linear regression model with compositional response and covariates
- A note on linear heteroscedasticity models
- Exact inference for the linear model with groupwise heteroscedastic spherical disturbances.
- Inference under heteroscedasticity of unknown form using an adaptive estimator
- Inference Under Heteroskedasticity and Leveraged Data
- skedastic
- A Monte Carlo study of heteroscedasticity consistent covariance matrix estimator methods in linear regression models
- Incremental localization algorithm based on regularized iteratively reweighted least square
- Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form
- Some improvements in confidence intervals for standardized regression coefficients
- Linear regression estimation methods for inferring standard values of snow load in small sample situations
- A sequence of improved standard errors under heteroskedasticity of unknown form
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage
- New heteroskedasticity-robust standard errors for the linear regression model
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