Pages that link to "Item:Q524816"

The following pages link to A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816):

Displaying 7 items.

• Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
• The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
• Assessing cross-sectional correlation in panel data (Q1902503) (← links)
• A heteroskedasticity robust test for cross-sectional correlation in a fixed effects panel data model (Q2660044) (← links)
• Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
• A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models* (Q5095204) (← links)