Pages that link to "Item:Q1061431"
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The following pages link to Adapting for heteroscedasticity in linear models (Q1061431):
Displayed 35 items.
- Testing for constant variance in a linear model (Q90697) (← links)
- Asymptotic distribution of the weighted least squares estimator (Q583756) (← links)
- Testing increasing dispersion (Q672959) (← links)
- An empirical process central limit theorem for dependent non-identically distributed random variables (Q808514) (← links)
- Asymptotic theory in heteroscedastic nonlinear models (Q915310) (← links)
- Asymptotic normality in partial linear models based on dependent errors (Q998990) (← links)
- A note on the construction of asymptotically linear estimators (Q1096991) (← links)
- Adaptive nonparametric estimation of a multivariate regression function (Q1107923) (← links)
- Calculating the (local) semiparametric efficiency bounds for the generated regressors problem (Q1209893) (← links)
- Asymptotic normality of generalized functional estimators dependent on covariables (Q1262648) (← links)
- Adaptive estimation of regression models via moment restrictions (Q1262659) (← links)
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
- Convenient estimators for the panel probit model (Q1305638) (← links)
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
- Efficient estimates in linear and nonlinear regression with heteroscedastic errors (Q1361764) (← links)
- Robust estimation of nonlinear regression with autoregressive errors. (Q1423212) (← links)
- Some results for robust GM-based estimators in heteroscedastic regression models (Q1582373) (← links)
- Doubly penalized likelihood estimator in heteroscedastic regression (Q1771433) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- On variance function estimation with quadratic forms (Q2365880) (← links)
- Monetary policy and interest rates. An adaptive estimator approach (Q2366874) (← links)
- Variance estimation in nonparametric regression via the difference sequence method (Q2466688) (← links)
- Asymptotics of estimators in semi-parametric model under NA samples (Q2499088) (← links)
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
- Una aplicacion de la estimacion no parametrica al modelo lineal general con varianza no homogenea (Q3357352) (← links)
- Iterated weighted least squares in heteroscedastic lineaipmod%81è (Q3989500) (← links)
- IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE (Q4443971) (← links)
- (Q4488934) (← links)
- ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS (Q4678783) (← links)
- EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION (Q4730643) (← links)
- Fully Data-Driven Nonparametric Variance Estimators (Q4763457) (← links)
- Efficient<i>L</i><sub>1</sub>estimation and related inferences in linear regression with unknown form of heteroscedasticity (Q4804994) (← links)
- Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
- Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723) (← links)
- Ordinary and weighted least-squares estimators (Q5203517) (← links)