Pages that link to "Item:Q4375875"
From MaRDI portal
The following pages link to A Robust Heteroskedasticity Consistent Covariance Matrix Estimator (Q4375875):
Displaying 10 items.
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) (← links)
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
- An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (Q4013240) (← links)
- Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (Q4013241) (← links)
- Small sample behavior of a robust heteroskedasticity consistent covariance matrix estimator (Q4355596) (← links)
- Robust Covariance Matrix Estimation in Heterogeneous Low Rank Context (Q4621031) (← links)
- (Q5244095) (← links)
