Pages that link to "Item:Q4883723"
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The following pages link to Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723):
Displaying 11 items.
- Second-order risk structure of GLSE and MLE in a regression with a linear process (Q1083807) (← links)
- Higher-order approximations for frequency domain time series regression (Q1305643) (← links)
- Second order representations of the least absolute deviation regression estimator (Q1388164) (← links)
- Feasible generalized least squares using support vector regression (Q1714071) (← links)
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics. (Q1858919) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
- (Q3687514) (← links)
- Semiparametric weighted lease squares (Q3822990) (← links)
- Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
- The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (Q5291760) (← links)