The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models

DOI10.1080/03610910600591776zbMath1093.62067OpenAlexW2095531908MaRDI QIDQ5481625

Masakazu Ando, Jiro Hodoshima

Publication date: 10 August 2006

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600591776

zbMATH Keywords

bootstrapsimulationheteroskedasticitystochastic explanatory variablesnon independence of explanatory variables and error terms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Statistical tables (62Q05)

Related Items (2)

The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors ⋮ Bootstrapping stochastic regression models under homoskedasticity: wild bootstrapvs. pairs bootstrap

Cites Work

• Unnamed Item
• Unnamed Item
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymptotic inference under heteroskedasticity of unknown form
• Bootstrap procedures under some non-i.i.d. models
• Bootstrapping regression models
• Bootstrap methods: another look at the jackknife
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap and wild bootstrap for high dimensional linear models
• Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap^∗
• Heteroscedasticity in Models with Lagged Dependent Variables
• Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
• Jackknifing in Unbalanced Situations
• Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing

This page was built for publication: The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models