Pages that link to "Item:Q2512616"
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The following pages link to Testing for heteroskedasticity in fixed effects models (Q2512616):
Displaying 14 items.
- A rule of thumb for mixed heteroskedasticity (Q375110) (← links)
- Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects (Q738124) (← links)
- On using durbin's h-test to validate the partial-adjustment model (Q899789) (← links)
- Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
- On the testing of heterogeneity effects in dynamic unbalanced panel data models (Q1129151) (← links)
- Analysis of fixed effects linear models under heteroscedastic errors (Q1387690) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153) (← links)
- A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044) (← links)
- (Q3071261) (← links)
- Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
- A Test for Slope Heterogeneity in Fixed Effects Models (Q5080477) (← links)
- Testing identification via heteroskedasticity in structural vector autoregressive models (Q5083239) (← links)
