A bilinear model for heteroskedastic panel data
Year of publication: |
1987
|
---|---|
Authors: | Cragg, John G. |
Publisher: |
Vancouver |
Subject: | Statistik | Panel | Korrelation und Regression | Panel study | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |
-
Heteroskedasticity-robust tests in regression directions
Davidson, Russell, (1985)
-
A Monte Carlo evaluation of the power of some tests for heteroscedasticity
Griffiths, W. E., (1986)
-
A further class of tests for heteroscedasticity
Evans, Merran A., (1988)
- More ...
-
Making Good Inferences from Bad Data.
Cragg, John G., (1994)
-
Expectations and the Structure of Share Prices
Cragg, John G.,
-
On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
Cragg, John G., (1996)
- More ...