Pages that link to "Item:Q1424616"
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The following pages link to Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616):
Displaying 8 items.
- Nonparametric estimation of mean-squared prediction error in nested-error regression models (Q449945) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- The Behrens-Fisher problem with covariates and baseline adjustments (Q2303752) (← links)
- Testing the suitability of polynomial models in errors-in-variables problems (Q2473077) (← links)
- Wild bootstrap estimation in partially linear models with heteroscedasticity (Q2489878) (← links)
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234) (← links)
- Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap (Q3007556) (← links)
- More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)