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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

Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation

Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainin - 2003

Persistent link: https://www.econbiz.de/10001741372

Consistent HAC estimation and robust regression testing using sharp origin kernels with no truncation

Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003

Persistent link: https://www.econbiz.de/10001753309

Testing heteroskedasticity for predictive regressions with nonstationary regressors

Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - In: Economics letters 201 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10012607071

Modified variance ratio test for autocorrelation in the presence of heteroskedasticity

Chand, Sohail; Aftab, Nuzhat - In: The Lahore journal of economics 23 (2018) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10011980462

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

Testing heteroskedasticity for predictive regressions with nonstationary regressors

Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - 2021

Persistent link: https://www.econbiz.de/10012425349

Consistent Hac Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation

Phillips, Peter C. B.; Sun, Yixiao; Jin, Sainan - 2003

A new family of kernels is suggested for use in heteroskedasticity and autocorrelation consistent (HAC) and long run variance (LRV) estimation and robust regression testing. The kernels are constructed by taking powers of the Bartlett kernel and are intended to be used with no truncation (or...

Persistent link: https://www.econbiz.de/10014088395

Testing for heteroskedasticity and predictice failure in linear regression models

Godfrey, L. G. - In: Oxford bulletin of economics and statistics 70 (2008) 3, pp. 415-429

Persistent link: https://www.econbiz.de/10003712671

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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