Pages that link to "Item:Q957210"

The following pages link to The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210):

Displaying 21 items.

• Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
• A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models (Q524816) (← links)
• Bootstrapping autoregressions with conditional heteroskedasticity of unknown form (Q899521) (← links)
• Second special issue on computational econometrics (Q957202) (← links)
• Tests for regression models with heteroskedasticity of unknown form (Q959357) (← links)
• Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
• Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
• Wild bootstrap Ljung-Box test for cross correlations of multivariate time series (Q1672587) (← links)
• Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
• Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
• The block bootstrap test of Hausman's exogeneity in the presence of serial correlation (Q1929079) (← links)
• Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
• PORTMANTEAU AUTOCORRELATION TESTS UNDER <i>Q</i> -DEPENDENCE AND HETEROSKEDASTICITY (Q2936570) (← links)
• (Q3080543) (← links)
• Wild Bootstrap Tests for IV Regression (Q3160936) (← links)
• Wild-bootstrapped variance-ratio test for autocorrelation in the presence of heteroskedasticity (Q3168259) (← links)
• Corrected local polynomial estimation in varying-coefficient models with measurement errors (Q3417681) (← links)
• Bootstrapping the Hausman Test in Panel Data Models (Q4921588) (← links)
• On detecting the optimal structure of a neural network under strong statistical features in errors (Q4979103) (← links)
• A robust test for autocorrelation in the presence of a structural break in variance (Q5220009) (← links)
• Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)