Pages that link to "Item:Q90764"

The following pages link to A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model (Q90764):

Displaying 24 items.

• skedastic (Q90775) (← links)
• Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403) (← links)
• A note on linear heteroscedasticity models (Q899893) (← links)
• Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
• Incremental localization algorithm based on regularized iteratively reweighted least square (Q1692071) (← links)
• Some improvements in confidence intervals for standardized regression coefficients (Q1695735) (← links)
• Almost unbiased variance estimation in linear regressions with many covariates (Q1787676) (← links)
• Exact inference for the linear model with groupwise heteroscedastic spherical disturbances. (Q1867742) (← links)
• The heteroskedastic linear regression model and the Hadamard product. A note (Q1899237) (← links)
• Linear regression estimation methods for inferring standard values of snow load in small sample situations (Q2193339) (← links)
• A sequence of improved standard errors under heteroskedasticity of unknown form (Q2276193) (← links)
• A new covariance estimator in random coefficient regression model (Q2736897) (← links)
• Bias-corrected heterosced asticity robust covariance matrix (sandwich) estimators (Q2780871) (← links)
• Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator (Q2892643) (← 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 new GEE method to account for heteroscedasticity using asymmetric least-square regressions (Q5044667) (← 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)
• Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage (Q5138727) (← links)
• Efficient estimation of distributed lag model in presence of heteroscedasticity of unknown form: A Monte Carlo evidence (Q5193292) (← links)
• Inference Under Heteroskedasticity and Leveraged Data (Q5421542) (← links)
• The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models (Q5481625) (← links)