Pages that link to "Item:Q90759"
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The following pages link to Asymptotic inference under heteroskedasticity of unknown form (Q90759):
Displaying 50 items.
- A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764) (← links)
- skedastic (Q90775) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Ridge estimation in linear models with heteroskedastic errors (Q356502) (← links)
- Moderation analysis using a two-level regression model (Q487610) (← links)
- Comparing the variances of two dependent variables (Q499798) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models (Q694940) (← links)
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
- Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
- On testing a subset of regression parameters under heteroskedasticity (Q1020699) (← links)
- Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- Some improvements in confidence intervals for standardized regression coefficients (Q1695735) (← links)
- Robust heteroskedasticity-robust tests (Q1782379) (← links)
- On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
- Heteroskedasticity-robust inference in finite samples (Q1925717) (← links)
- Robust wild bootstrap for stabilizing the variance of parameter estimates in heteroscedastic regression models in the presence of outliers (Q1955125) (← links)
- Testing inference in heteroskedastic fixed effects models (Q2256332) (← links)
- A sequence of improved standard errors under heteroskedasticity of unknown form (Q2276193) (← links)
- Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses (Q2306275) (← 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<sup>∗</sup> (Q2747234) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- Testing Inference in Inflated Beta Regressions under Model Misspecification (Q2809634) (← links)
- Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors (Q2876149) (← links)
- Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643) (← links)
- Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap (Q3007556) (← links)
- Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
- Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
- A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators (Q4420245) (← links)
- Asymptotic confidence intervals for the Pearson correlation via skewness and kurtosis (Q4638780) (← links)
- Optimal Design Robust to a Misspecified Model (Q4905915) (← links)
- Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
- Heteroskedastic linear regression model with compositional response and covariates (Q5036386) (← links)
- A data transformation to deal with constant under/over-dispersion in Poisson and binomial regression models (Q5036854) (← links)
- Comparing the variances or robust measures of scale of two dependent variables (Q5055153) (← links)
- Bayesian estimation of the biasing parameter for ridge regression: A novel approach (Q5055202) (← links)
- Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)
- Addressing the distributed lag models with heteroscedastic errors (Q5086399) (← links)
- A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity (Q5106770) (← links)
- Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches (Q5107402) (← links)
- Approximate inference in heteroskedastic regressions: A numerical evaluation (Q5123554) (← links)
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage (Q5138727) (← links)
- Improved inference for the panel data model with unknown unit-specific heteroscedasticity: A Monte Carlo evidence (Q5193253) (← links)
- Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292) (← links)
