A heteroscedasticity-robust overidentifying restriction test with high-dimensional covariates
Qingliang Fan, Zijian Guo, Ziwei Mei
| Year of publication: |
2025
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|---|---|
| Authors: | Fan, Qingliang ; Guo, Zijian ; Mei, Ziwei |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 43.2025, 2, p. 413-422
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| Subject: | Data-rich environment | Heteroscedasticity | Maximum test | Overidentification test | Power enhancement | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Heteroskedastizität | Statistische Methodenlehre | Statistical theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2388654 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534249