Pages that link to "Item:Q2892643"
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The following pages link to Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643):
Displaying 11 items.
- Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149) (← links)
- Addressing the distributed lag models with heteroscedastic errors (Q5086399) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (Q5106770) (← links)
- Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (Q5193253) (← links)
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292) (← links)
- Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (Q5299959) (← links)
- Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence (Q5415878) (← links)
- The Almon M-estimator for the distributed lag model in the presence of outliers (Q6073582) (← links)
- An effective approach towards efficient estimation of general linear model in case of heteroscedastic errors (Q6171310) (← links)
- An adaptive weighted least squares ratio approach for estimation of heteroscedastic linear regression model in the presence of outliers (Q6172597) (← links)
- A novel Bayesian framework to address unknown heteroscedasticity for the linear regression model (Q6558500) (← links)
