Pages that link to "Item:Q3638591"
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The following pages link to Heteroskedasticity-consistent interval estimators (Q3638591):
Displaying 15 items.
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Some improved estimators in the case of possible heteroscedasticity (Q2266340) (← links)
- Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation (Q2312968) (← links)
- SURE estimates under dependence and heteroscedasticity (Q2404405) (← links)
- Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149) (← links)
- Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643) (← links)
- Single-stage interval estimation of the largest normal mean under heteroscedasnoty (Q3473154) (← links)
- (Q3987733) (← links)
- Addressing the distributed lag models with heteroscedastic errors (Q5086399) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (Q5106770) (← links)
- Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches (Q5107402) (← links)
- Approximate inference in heteroskedastic regressions: A numerical evaluation (Q5123554) (← links)
- Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (Q5193253) (← links)
- Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points (Q5299959) (← links)
