Pages that link to "Item:Q1676625"
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The following pages link to A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model (Q1676625):
Displaying 5 items.
- Short run and long run causality in time series: inference (Q291702) (← links)
- A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data (Q806752) (← links)
- On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
- Hypothesis testing in the presence of nuisance parameters (Q1918150) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
