Pages that link to "Item:Q2630153"

The following pages link to Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153):

Displaying 22 items.

• Reweighted least trimmed squares: an alternative to one-step estimators (Q364186) (← links)
• Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
• Robust tests for heteroskedasticity in the one-way error components model (Q737286) (← links)
• Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← 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)
• Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
• Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
• Hypothesis testing based on a vector of statistics (Q2224888) (← links)
• A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects (Q2226824) (← links)
• High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
• Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
• Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
• Testing for heteroskedasticity and serial correlation in a random effects panel data model (Q2630153) (← links)
• A Simple Heteroscedasticity Removing Filter (Q2903818) (← links)
• A Joint Test for Conditional Heteroscedasticity in Dynamic Panel Data Models (Q3006273) (← links)
• (Q3071261) (← links)
• Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
• A robust test for serial correlation in panel data models (Q5040543) (← links)
• A control function approach to estimate panel data binary response model (Q5095202) (← links)
• Spatial-temporal Model with Heterogeneous Random Effects (Q6069491) (← links)