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A joint test for parametric specification and independence in nonlinear regression models
Li, Shuo; Tu, Yundong - In: Econometric reviews 38 (2019) 10, pp. 1202-1215
Persistent link: https://www.econbiz.de/10012181402
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Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa; Wilms, Ines - In: Econometric reviews 40 (2021) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
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Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong; Shaojun, Guo; Zhu, Ke - In: Econometric reviews 38 (2019) 3, pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
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GMM estimation of a spatial autoregressive model with autoregressive disturbances and endogenous regressors
Jin, Fei; Wang, Yuqin - In: Econometric reviews 41 (2022) 6, pp. 652-674
Persistent link: https://www.econbiz.de/10013364900
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A unified unit root test regardless of intercept
Yang, Bingduo; Liu, Xiaohui; Long, Wei; Peng, Liang - In: Econometric reviews 42 (2023) 6, pp. 540-555
Persistent link: https://www.econbiz.de/10014305575
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Cointegrating regressions with time heterogeneity
Kim, Chang Sik; Park, Joon Y. - In: Econometric reviews 29 (2010) 4, pp. 397-438
Persistent link: https://www.econbiz.de/10003978820
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More efficient tests robust to heteroskedasticity of unknown form
Flachaire, Emmanuel - In: Econometric reviews 24 (2005) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10003002311
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Bootstrap methods for heteroskedastic regression models : evidence on estimation and testing
Cribari-Neto, Francisco; Zarkos, Spyros G. - In: Econometric reviews 18 (1999) 2, pp. 211-228
Persistent link: https://www.econbiz.de/10001371098
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Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
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Is adaptive estimation useful for panel models with heteroskedasticity in the individual specific error component? : Some Monte Carlo evidence
Roy, Nilanjana - In: Econometric reviews 21 (2002) 2, pp. 189-203
Persistent link: https://www.econbiz.de/10001704798