Pages that link to "Item:Q737286"
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The following pages link to Robust tests for heteroskedasticity in the one-way error components model (Q737286):
Displaying 15 items.
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
- Inference about clustering and parametric assumptions in covariance matrix estimation (Q429607) (← links)
- Robustifying Glejser test of heteroskedasticity (Q1580344) (← links)
- Testing for serial correlation in hierarchical linear models (Q1742734) (← links)
- Robust heteroskedasticity-robust tests (Q1782379) (← links)
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects (Q2132006) (← links)
- Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads -- an explanation by means of a quanto option (Q2353849) (← links)
- Testing for heteroskedasticity in fixed effects models (Q2512616) (← links)
- Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
- A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
- Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model (Q2931576) (← links)
- Robust testing for random effects in unbalanced heteroscedastic one-way models (Q3521112) (← links)
- Testing for heteroskedasticity in two-way fixed effects panel data models (Q5036967) (← links)
- Testing for distributional features in varying coefficient panel data models (Q5860971) (← links)
