Pages that link to "Item:Q90747"
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The following pages link to A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747):
Displaying 50 items.
- Decomposing Treatment Effect Variation (Q75398) (← links)
- The wild bootstrap, tamed at last (Q90678) (← links)
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- A central limit theorem for sums of functions of residuals in a high-dimensional regression model with an application to variance homoscedasticity test (Q90730) (← links)
- New tests of heteroskedasticity in linear regression model (Q90734) (← links)
- Profiling heteroscedasticity in linear regression models (Q90754) (← links)
- Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- skedastic (Q90775) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- GMM estimation with cross sectional dependence (Q113633) (← links)
- Robust functional principal component analysis for non-Gaussian longitudinal data (Q115416) (← links)
- A Covariance Estimator for GEE with Improved Small‐Sample Properties (Q119341) (← links)
- Model-assisted inference for treatment effects using regularized calibrated estimation with high-dimensional data (Q133315) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- The power of tests of predictive ability in the presence of structural breaks (Q261880) (← links)
- Estimating the returns to community college schooling for displaced workers (Q262736) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Smoothly mixing regressions (Q277172) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- The origin of spatial interaction (Q280287) (← links)
- Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large (Q289174) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Valid tests of whether technical inefficiency depends on firm characteristics (Q295400) (← links)
- The structure of US food demand (Q299482) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
- Quantile regression with clustered data (Q312355) (← links)
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity (Q374864) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- Empirical smoothing lack-of-fit tests for variance function (Q413362) (← links)
- On equivalencies between design-based and regression-based variance estimators for randomized experiments (Q419244) (← links)
- Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
- The market impact of a limit order (Q433360) (← links)
- Testing constancy of the error covariance matrix in vector models (Q451274) (← links)
- On the Dickey-Fuller test with white standard errors (Q451360) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods (Q473239) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
- Robustifying multivariate trend tests to nonstationary volatility (Q527989) (← links)
- In-sample tests of predictive ability: a new approach (Q528013) (← links)
