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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
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A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei - In: Econometric reviews 37 (2018) 6/10, pp. 974-999
Persistent link: https://www.econbiz.de/10012040525
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.; Issler, João Victor - 2012
Persistent link: https://www.econbiz.de/10009500252
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.; Issler, João Victor - 2011
Persistent link: https://www.econbiz.de/10009532945
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A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei - 2014
Persistent link: https://www.econbiz.de/10010429183
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Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - 2007
Persistent link: https://www.econbiz.de/10003656187
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Tests for the poolability of panel data in the presence of unknown heteroskedasticity : an asymptotic extension of ANOVA
Yoshida, Atsushi - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 253-265
Persistent link: https://www.econbiz.de/10001470198
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Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models : lagrange multiplier scan tests
Le Gallo, Julie; López, Fernando A.; Chasco Yrigoyen, Coro - In: The annals of regional science : an international … 64 (2020) 2, pp. 287-312
Persistent link: https://www.econbiz.de/10012252929
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A structured variational learning approach for switching latent factor models
Saidane, Mohamed; Lavergne, Christian - In: Advances in statistical analysis : AStA ; a journal of … 91 (2007) 3, pp. 245-268
Persistent link: https://www.econbiz.de/10003558111
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A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
Norkute, Milda - 2014
Persistent link: https://www.econbiz.de/10010250456