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Regression discontinuity and heteroskedasticity robust standard errors : evidence from a fixed-bandwidth approximation

Bartalotti, Otávio - In: Journal of econometric methods 8 (2019) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012022999

Gini regressions and heteroskedasticity

Charpentier, Arthur; Ka, Ndéné; Mussard, Stéphane; … - In: Econometrics : open access journal 7 (2019) 1/4, pp. 1-16

We propose an Aitken estimator for Gini regression. The suggested A -Gini estimator is proven to be a U-statistics. Monte Carlo simulations are provided to deal with heteroskedasticity and to make some comparisons between the generalized least squares and the Gini regression. A Gini-White test...

Persistent link: https://www.econbiz.de/10012025711

Advice on using heteroscedasticity based identification

Baum, Christopher F.; Lewbel, Arthur - 2019

Persistent link: https://www.econbiz.de/10012028715

A nonlinear analysis of the real exchange rate-consumption relationship

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Macroeconomic dynamics 22 (2018) 7, pp. 1825-1843

Persistent link: https://www.econbiz.de/10011918182

Nonparametric estimation of the determinants of inefficiency

Parmeter, Christopher F.; Wang, Hung-jen; Kumbhakar, Subal - In: Journal of productivity analysis 47 (2017) 3, pp. 205-221

Persistent link: https://www.econbiz.de/10011878362

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

Nonlinear cointegrating power function regression with endogeneity

Hu, Zhishui; Phillips, Peter C. B.; Wang, Qiying - 2019

Persistent link: https://www.econbiz.de/10012132062

Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases

Navarro, Fabien; Saumard, Adrien - 2017

Persistent link: https://www.econbiz.de/10012200026

Testing heteroskedasticity for predictive regressions with nonstationary regressors

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

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

Identification and estimation using heteroscedasticity without instruments : the binary endogenous regressor case

Lewbel, Arthur - In: Economics letters 165 (2018), pp. 10-12

Persistent link: https://www.econbiz.de/10011973796

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