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Testing for heteroskedasticity...
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1
Estimation of panel model with
heteroskedasticity
in both idiosyncratic and individual specific errors
Zhang, Ruohao
;
Kumbhakar, Subal
;
Lai, Hung-pin
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
Saved in:
2
A
heteroskedasticity
-robust f-test statistic for individual effects
Orme, Chris D.
;
Yamagata, Takashi
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 431-471
Persistent link: https://www.econbiz.de/10010360815
Saved in:
3
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
Saved in:
4
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
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5
Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
Tu, Yundong
;
Wang, Ying
- In:
Econometric reviews
39
(
2020
)
3
,
pp. 299-318
Persistent link: https://www.econbiz.de/10012181451
Saved in:
6
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
7
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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8
Asymptotic and bootstrap inference for AR (∞) processes with conditional
heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
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9
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 441-467
Persistent link: https://www.econbiz.de/10003873072
Saved in:
10
Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences
Kourogenis, Nikolaos
;
Pittis, Nikitas
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 88-108
Persistent link: https://www.econbiz.de/10008990458
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