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The robustness, reliabiligy and power of heteroskedasticity tests

Godfrey, L. G.; Orme, C. D. - In: Econometric Reviews 18 (1999) 2, pp. 169-194

Several tests for heteroskedasticity in linear regression models are examined. Asymptoticrobustness to heterokurticity …, nonnormality and skewness is discussed. The finite sample eliability of asymptotically valid tests is investigated using Monte …

Persistent link: https://www.econbiz.de/10005511948

Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality

Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 52 (2015), pp. 50-70

Persistent link: https://www.econbiz.de/10011478986

Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity

Yang, Zhenlin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 51-92

Persistent link: https://www.econbiz.de/10012488887

Identifying and treating unobserved heterogeneity with FIMIX-PLS: part I – method

Hair, Jr., Joe F.; Sarstedt, Marko; Matthews, Lucy M; … - In: European Business Review 28 (2016) 1, pp. 63-76

Purpose – The purpose of this paper is to provide an overview of unobserved heterogeneity in the context of partial least squares structural equation modeling (PLS-SEM), its prevalence and challenges for social science researchers. Part II – in the next issue ( European Business Review ,...

Persistent link: https://www.econbiz.de/10014714438

Identifying and treating unobserved heterogeneity with FIMIX-PLS : Part II – A case study

Matthews, Lucy M.; Sarstedt, Marko; Hair, Joseph F.; … - In: European Business Review 28 (2016) 2, pp. 208-224

Purpose Part I of this article ( European Business Review , Volume 28, Issue 1) offered an overview of unobserved heterogeneity in the context of partial least squares structural equation modeling (PLS-SEM), its prevalence and challenges for social sciences researchers. This paper aims to...

Persistent link: https://www.econbiz.de/10014714439

Identifying and treating unobserved heterogeneity with FIMIX-PLS : part I - method

Hair, Joseph F.; Sarstedt, Marko; Matthews, Lucy M.; … - In: European business review : EBR ; the official journal … 28 (2016) 1, pp. 63-76

Persistent link: https://www.econbiz.de/10011430448

Identifying and treating unobserved heterogeneity with FIMIX-PLS part II : a case study

Matthews, Lucy M.; Sarstedt, Marko; Hair, Joseph F.; … - In: European business review : EBR ; the official journal … 28 (2016) 2, pp. 208-224

Persistent link: https://www.econbiz.de/10011557506

Identification and estimation of nonlinear dynamic panel data models with unobserved covariates

Shiu, Ji-Liang; Hu, Yingyao - In: Journal of Econometrics 175 (2013) 2, pp. 116-131

. Including such unobserved covariates may control for both the individual-specific unobserved heterogeneity and the endogeneity …

Persistent link: https://www.econbiz.de/10010666080

The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics

Hu, Yingyao - In: Journal of econometrics 200 (2017) 2, pp. 154-168

Persistent link: https://www.econbiz.de/10011917160

Unobserved heterogeneity and endogeneity in nonparametric frontier estimation

Simar, Léopold; Vanhems, Anne; Van Keilegom, Ingrid - In: Journal of econometrics 190 (2016) 2, pp. 360-373

Persistent link: https://www.econbiz.de/10011592278