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WHAT DO HETEROSKEDASTICITY TES...
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1,215
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Phillips, Peter C. B.
74
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62
Lütkepohl, Helmut
59
Hendry, David F.
57
Heckman, James J.
50
McAleer, Michael
37
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33
Sun, Yixiao
32
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29
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28
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27
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27
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26
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26
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26
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25
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24
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24
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24
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23
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23
Hsiao, Cheng
23
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22
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21
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21
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21
Zellner, Arnold
21
Arbia, Giuseppe
20
Bjerkholt, Olav
20
Geweke, John
20
Gouriéroux, Christian
20
Hill, Rufus Carter
20
Sentana, Enrique
19
Bauwens, Luc
18
Fingleton, Bernard
18
Hoover, Kevin D.
18
Meitz, Mika
18
Rigobón, Roberto
18
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36
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9
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7
Edward Elgar Publishing
6
European University Institute / Department of Economics
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Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk>
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Springer International Publishing
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Akademia Ekonomiczna Imienia Oskara Langego we Wrocławiu
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3
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3
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51
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48
Advances in econometrics
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40
The econometrics journal
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American journal of agricultural economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Cowles Foundation discussion paper
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29
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27
Regional science & urban economics
27
International regional science review
26
The journal of economic perspectives : EP ; a journal of the American Economic Association
26
Springer eBook Collection
25
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Econometrics : open access journal
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Advanced studies in theoretical and applied econometrics : ASTA
22
Applied economics
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Journal of economic dynamics & control
22
Lecture notes in economics and mathematical systems : LNEMS
22
Advances in econometrics : a research annual
21
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21
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ECONIS (ZBW)
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3,340
BASE
547
USB Cologne (EcoSocSci)
497
EconStor
172
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117
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1
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
Saved in:
2
Bayesian inference for the mixed conditional
heteroskedasticity
model
Bauwens, Luc
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003311396
Saved in:
3
On the use of robust regression in
econometrics
Baldauf, Markus
(
contributor
); …
-
2009
estimator that has become popular in applied
econometrics
, and conclude that its use in this context cannot be generally …
Persistent link: https://www.econbiz.de/10003882551
Saved in:
4
Panel data models with spatially correlated and heteroscedastic innovations : large and small sample results
Rodrigues, Paulo Jorge Maurício
-
2007
Persistent link: https://www.econbiz.de/10003583088
Saved in:
5
Bayesian inference for the mixed conditional
heteroskedasticity
model
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Saved in:
6
Bayesian inference for the mixed conditional
heteroskedasticity
model
Bauwens, Luc
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003396145
Saved in:
7
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
Saved in:
8
Issues on multicollinearity and conditional heteroscedasticy in time series
econometrics
Månsson, Kristofer
-
2012
Persistent link: https://www.econbiz.de/10009503372
Saved in:
9
On multivariate methods in robust
econometrics
Kalina, Jan
- In:
Prague economic papers : a bimonthly journal of …
21
(
2012
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10009700582
Saved in:
10
Time-phrased safety stocks planning and its financial impacts : empirical evidence based on European econometric data
Stößlein, Martin
;
Kanet, John Jack
;
Gorman, Mike
; …
- In:
International journal of production economics
149
(
2014
),
pp. 47-55
Persistent link: https://www.econbiz.de/10010356867
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