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Asymptotic F tests under possibly weak identi cation

Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - University of California, San Diego / Department of … - 2019 - This version: March 9, 2019

Persistent link: https://www.econbiz.de/10011987354

Outer-product-of-gradients tests for spatial autoregressive models

Jin, Fei; Lee, Lung-fei - In: Regional science & urban economics 72 (2018), pp. 35-57

Persistent link: https://www.econbiz.de/10012108383

On size and power of heteroskedasticity and autocorrelation robust tests

Preinerstorfer, David; Pötscher, Benedikt M. - In: Econometric theory 32 (2016) 2, pp. 261-358

Persistent link: https://www.econbiz.de/10011578481

Partielle und simultane Prüfung auf Autokorrelation und Heteroskedastizität der Störvariablen im linearen Regressionsmodell

Bährens, Henning - 1992

Persistent link: https://www.econbiz.de/10004230522

Valuing commercial spaces in multistory buildings using a three-level mixed-effects modeling approach

Yoo, E.-H.; Lee, C.-R.; Park, K.-H. - In: International regional science review 38 (2015) 4, pp. 413-436

Persistent link: https://www.econbiz.de/10011377722

Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity

Emenike, Kalu O. - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 21-36

, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … descriptive statistics, autocorrelation function (ACF) and Ljung-Box Q (LB-Q) statistics, as well as the autoregressive … conditional heteroscedasticity Lagrange multiplier (ARCHLM) techniques in conducting the empirical analysis. Descriptive …

Persistent link: https://www.econbiz.de/10011862130