Pages that link to "Item:Q907059"

The following pages link to Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059):

Displaying 9 items.

• A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator (Q902606) (← links)
• Almost unbiased variance estimation in linear regressions with many covariates (Q1787676) (← links)
• A sequence of improved standard errors under heteroskedasticity of unknown form (Q2276193) (← links)
• New heteroskedasticity-robust standard errors for the linear regression model (Q2448569) (← links)
• Improved heteroscedasticity-consistent covariance matrix estimators (Q2739339) (← links)
• Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
• A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (Q4420245) (← links)
• Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
• Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)