Results 241 to 250 of about 291,653 (252)

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

Journal of Econometrics, 2004
Lynda Khalaf
exaly  

More Efficient Tests Robust to Heteroskedasticity of Unknown Form

Econometric Reviews, 2005
Arthur Charpentier
exaly  

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

Journal of Econometrics, 2012
exaly  

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

Journal of Econometrics, 2015
Kazuhiko Hayakawa, M Hashem Pesaran
exaly  

Bootstrapping autoregressions with conditional heteroskedasticity of unknown form

Journal of Econometrics, 2004
exaly  

Prediction in the two‐way random‐effect model with heteroskedasticity

Journal of Forecasting, 2008
exaly  

STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG‐RUN RESTRICTIONS VIA HETEROSKEDASTICITY

Journal of Economic Surveys, 2016
exaly  

A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models

Journal of Econometrics, 2017
exaly  

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

Econometrica, 2008
exaly  

Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity

Journal of Econometrics, 2007
exaly