The following pages link to (Q5621854):
Displaying 48 items.
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison (Q312353) (← links)
- A Dirichlet process functional approach to heteroscedastic-consistent covariance estimation (Q324685) (← links)
- Nonlinear IV panel unit root testing under structural breaks in the error variance (Q379930) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Resurrecting weighted least squares (Q506038) (← links)
- Theory of estimation of parameters in a linear regression scheme (Q599463) (← links)
- Statistical inference on regression with spatial dependence (Q738181) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Time series regression with persistent level shifts (Q889016) (← links)
- The effects of autocorrelation among errors on the consistency property of OLS variance estimator (Q1063986) (← links)
- The estimation of complete aggregation structures (Q1083824) (← links)
- On the asymptotic normality of Fourier flexible form estimates (Q1185206) (← links)
- Exact finite-sample relative efficiency of suboptimally weighted least squares estimators in models with ordered heteroscedasticity (Q1341188) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Asymptotics for generalized estimating equations with large cluster sizes (Q1394768) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Empirical standard errors for longitudinal data mixed linear models (Q1775976) (← links)
- Estimation and testing in time-series regression models with heteroscedastic disturbances (Q1836957) (← links)
- On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators (Q1866226) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- Circumstances in which different criteria of estimation can be applied to estimate policy effects (Q1918152) (← links)
- Agnostic notes on regression adjustments to experimental data: reexamining Freedman's critique (Q1951533) (← links)
- Uniformly valid confidence intervals post-model-selection (Q2176628) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
- Covariate-adjusted Fisher randomization tests for the average treatment effect (Q2236896) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Misspecified discrete choice models and Huber-White standard errors (Q2312966) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood (Q2447659) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- Asymptotics of regressions with stationary and nonstationary residuals. (Q2574563) (← links)
- Model-robust parameter dispersions for iteratively re-weighted least squares (Q4269509) (← links)
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR (Q4540749) (← links)
- Finite-sample refinement of GMM approach to nonlinear models under heteroskedasticity of unknown form (Q5034236) (← links)
- Central limit theorems for time series regression (Q5659008) (← links)
- Standard Errors for Nonparametric Regression (Q5861018) (← links)
- Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates (Q5885113) (← links)
- Robust Post-Matching Inference (Q5885122) (← links)
- Discussion of ``What is a standard error?'' (Q6090559) (← links)
- STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
- Inference in Experiments Conditional on Observed Imbalances in Covariates (Q6567085) (← links)
- Adaptive Inference in Heteroscedastic Fractional Time Series Models (Q6620832) (← links)
- Model-based Bayesian inference under computer assisted balance-improving designs (Q6628552) (← links)
- Detection of latent heteroscedasticity and group-based regression effects in linear models via Bayesian model selection (Q6631872) (← links)
- Estimation of Models With Multiple-Valued Explanatory Variables (Q6634891) (← links)
