Pages that link to "Item:Q959357"
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The following pages link to Tests for regression models with heteroskedasticity of unknown form (Q959357):
Displaying 28 items.
- Simulation-based finite-sample tests for heteroskedasticity and ARCH effects (Q90702) (← links)
- New tests of heteroskedasticity in linear regression model (Q90734) (← links)
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Comparing the variances of two dependent variables (Q499798) (← links)
- Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap (Q957209) (← links)
- The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models (Q957210) (← links)
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
- Nonparametric and robust methods. (Editorial) (Q1020166) (← links)
- Alternative HAC covariance matrix estimators with improved finite sample properties (Q1662087) (← links)
- A robust bootstrap test under heteroskedasticity (Q1927317) (← links)
- Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients (Q1927432) (← links)
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
- On size and power of heteroskedasticity and autocorrelation robust tests (Q2801990) (← links)
- Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap (Q3007556) (← links)
- A Simulation Study of White's Test for Heteroskedasticity in Fixed and Stochastic Regression Models (Q3625314) (← links)
- Heteroskedasticity-consistent interval estimators (Q3638591) (← links)
- Comparing Pearson Correlations: Dealing with Heteroscedasticity and Nonnormality (Q3652759) (← links)
- CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES (Q3680088) (← links)
- Inferences on regression coefficients in a regression model under heteroscedasticity and robustness with respect to departure from normality (Q3750795) (← links)
- Testing Hypotheses about Regression Parameters, When the Error Term Is Heteroscedastic (Q4267702) (← links)
- The Use of Multivariate Generated Regressors in the Presence of Heteroskedasticity (Q4412410) (← links)
- Multicolinearity and ridge regression: results on type I errors, power and heteroscedasticity (Q5036574) (← links)
- Comparing the variances or robust measures of scale of two dependent variables (Q5055153) (← links)
- Linear regression: robust heteroscedastic confidence bands that have some specified simultaneous probability coverage (Q5138727) (← links)
- Heteroscedastic Global Tests that the Regression Parameters for Two or More Independent Groups are Identical (Q5252866) (← links)
- Heteroskedasticity-Robust Inference in Linear Regressions (Q5305502) (← links)
- Simulation‐based tests for heteroskedasticity in linear regression models: Some further results (Q5469920) (← links)
- On inference in the presence of heteroskedasticity without replicated observations (Q5750193) (← links)
