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A simple and trustworthy asymptotic t test in difference-in-differences regressions

Liu, Cheng; Sun, Yixiao - In: Journal of econometrics 210 (2019) 2, pp. 327-362

Persistent link: https://www.econbiz.de/10012303533

Inference on Difference-in-Differences average treatment effects : a fixed-b approach

Sun, Yu; Yan, Karen X. - In: Journal of econometrics 211 (2019) 2, pp. 560-588

Persistent link: https://www.econbiz.de/10012303843

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models

Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020

We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference...

Persistent link: https://www.econbiz.de/10012305035

Robust tests for white noise and cross-correlation

Dalla, Violetta; Giraitis, Liudas; Phillips, Peter C. B. - 2019

Persistent link: https://www.econbiz.de/10012062428

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 simple and trustworthy asymptotic t test in difference-in-differences regressions

Liu, Cheng; Sun, Yixiao - University of California, San Diego / Department of … - 2019

Persistent link: https://www.econbiz.de/10011987343

Kernel-based testing with skewed and heavy-tailed data : evidence from a nonparametric test for heteroskedasticity

Henderson, Daniel J.; Sheehan, Alice - In: Economics letters 172 (2018), pp. 8-11

Persistent link: https://www.econbiz.de/10012022060

Testing normality for unconditionally heteroscedastic macroeconomic variables

Raïssi, Hamdi - In: Economic modelling 70 (2018), pp. 140-146

Persistent link: https://www.econbiz.de/10012027822

Bootstrap LM tests for higher-order spatial effects in spatial linear regression models

Yang, Zhenlin - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 35-68

Persistent link: https://www.econbiz.de/10011949745

White heteroscedasticty testing after outlier removal

Berenguer-Rico, Vanessa; Wilms, Ines - 2018

Persistent link: https://www.econbiz.de/10011910640

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