Robust heteroskedasticity-robust tests
type: Item
instance of: scholarly article
title: Robust heteroskedasticity-robust tests
zbMATH Open document ID: 1401.62112
author: Patrick Richard
published in: Economics Letters
publication date: 2018-09-20T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H15
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6939458
zbMATH Keywords: heteroskedasticity
zbMATH Keywords: robust inference
zbMATH Keywords: wild bootstrap
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.07.008
OpenAlex ID: W2735841691
cites work: Asymptotic inference under heteroskedasticity of unknown form
cites work: The wild bootstrap, tamed at last
cites work: Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
cites work: Heteroskedasticity-robust inference in finite samples
cites work: Higher order properties of the wild bootstrap under misspecification
cites work: Heteroskedasticity–robust tests with minimum size distortion
cites work: Resurrecting weighted least squares
cites work: Approximate Power Functions for Some Robust Tests of Regression Coefficients
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
DOI: 10.1016/J.ECONLET.2017.07.008
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description: scientific article; zbMATH DE number 6939458