Pages that link to "Item:Q737290"

The following pages link to Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix (Q737290):

Displaying 17 items.

• The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
• Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
• Autoregressive spatial spectral estimates (Q1706446) (← links)
• Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference (Q1746545) (← links)
• Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
• Limit theorems for network dependent random variables (Q2024457) (← links)
• Estimation of spatial sample selection models: a partial maximum likelihood approach (Q2106403) (← links)
• A likelihood ratio test for spatial model selection (Q2280579) (← links)
• The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
• Small-sample inference with spatial HAC estimators (Q2345153) (← links)
• Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
• FIXED-b ASYMPTOTICS FOR SPATIALLY DEPENDENT ROBUST NONPARAMETRIC COVARIANCE MATRIX ESTIMATORS (Q2786683) (← links)
• Bootstrap inference under cross‐sectional dependence (Q6067224) (← links)
• Spatial correlation robust inference (Q6536502) (← links)
• Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables (Q6573807) (← links)
• Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data (Q6620936) (← links)
• Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)