Pages that link to "Item:Q2739339"

The following pages link to Improved heteroscedasticity-consistent covariance matrix estimators (Q2739339):

Displaying 27 items.

• Asymptotic inference under heteroskedasticity of unknown form (Q90759) (← links)
• A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
• Short run and long run causality in time series: inference (Q291702) (← links)
• A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
• Bayesian reference analysis for exponential power regression models (Q499755) (← links)
• Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
• A construction method of certain matrices required in the multivariate heteroscedastic method (Q1110220) (← links)
• Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
• On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
• Improved HAC covariance matrix estimation based on forecast errors (Q1934714) (← links)
• Some improved estimators in the case of possible heteroscedasticity (Q2266340) (← links)
• A sequence of improved standard errors under heteroskedasticity of unknown form (Q2276193) (← links)
• A bootstrap study of variance estimation under heteroscedasticity using genetic algorithm (Q2324062) (← links)
• New heteroskedasticity-robust standard errors for the linear regression model (Q2448569) (← links)
• Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗ (Q2747234) (← links)
• Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
• Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap (Q3007556) (← links)
• Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
• An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator (Q4013240) (← links)
• Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (Q4013241) (← links)
• A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (Q4420245) (← links)
• Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713) (← links)
• Leverage-adjusted heteroskedastic bootstrap methods (Q4825492) (← links)
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
• Approximate inference in heteroskedastic regressions: A numerical evaluation (Q5123554) (← links)
• (Q5244095) (← links)
• Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (Q5697315) (← links)