Pages that link to "Item:Q4443971"

The following pages link to IS ADAPTIVE ESTIMATION USEFUL FOR PANEL MODELS WITH HETEROSKEDASTICITY IN THE INDIVIDUAL SPECIFIC ERROR COMPONENT? SOME MONTE CARLO EVIDENCE (Q4443971):

Displaying 11 items.

• Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
• A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
• Testing for heteroskedasticity and spatial correlation in a two way random effects model (Q1615227) (← links)
• Instrumental variable estimation of heteroskedasticity adaptive error component models (Q1926091) (← links)
• High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153) (← links)
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
• Bayesian estimation of a random effects heteroscedastic probit model (Q3161680) (← links)