Pages that link to "Item:Q2256332"
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The following pages link to Testing inference in heteroskedastic fixed effects models (Q2256332):
Displaying 16 items.
- 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)
- Effects on inference of pretesting the exogeneity of a regressor (Q1389467) (← links)
- Exact inference for the linear model with groupwise heteroscedastic spherical disturbances. (Q1867742) (← links)
- Test of random versus fixed effects with small within variation (Q1942936) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
- The asymptotic distribution of the F‐test statistic for individual effects (Q3422391) (← links)
- A Test for Slope Heterogeneity in Fixed Effects Models (Q5080477) (← links)
- Testing identification via heteroskedasticity in structural vector autoregressive models (Q5083239) (← links)
- Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (Q5193253) (← links)
- Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression (Q5449869) (← links)
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
