We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric … genuine (quasi) score vector is available, the AQS-OPMD method leads to finite sample improved tests over the usual methods … proposed AQS-OPMD method provides feasible solutions. The AQS tests are formally derived and asymptotic properties examined for …

that exploits first-stage heteroskedasticity rather than traditional exclusion restrictions. Our results suggest that, on …

heteroskedasticity-robust standard errors. This paper develops the "fixed-bandwidth" alternative asymptotic theory for RD designs, which … there is local heteroskedasticity. Feasible estimators of fixed-bandwidth standard errors are easy to implement and are akin … to treating RD estimators as locally parametric, validating the common empirical practice of using heteroskedasticity …

-stage JIVE coefficients and fitted values. -- Cook's Distance ; heteroskedasticity ; outliers ; return to education …

education from 6.8% to 11.2%. -- Return to education ; heteroskedasticity ; endogeneity …

new method by Klein and Vella (2010) that bases identification on the presence of conditional heteroskedasticity. Compared …

like wages or GDP growth. Applied econometrics has since evolved to prioritize the estimation of specific causal effects …