Narrow search
Showing 1 - 8 of 8
Cover Image
Tests for the error component model in the presence of local misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - In: Journal of econometrics 101 (2001) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001545101
Cover Image
Robust tests for heteroskedasticity in the one-way error components model
Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Journal of econometrics 160 (2011) 2, pp. 300-310
Persistent link: https://www.econbiz.de/10009242254
Cover Image
Testing for heteroskedasticity in fixed effects models
Juhl, Ted; Sosa Escudero, Walter - In: Journal of econometrics 178 (2014) 1, pp. 484-494
Persistent link: https://www.econbiz.de/10010256920
Cover Image
Robust penalized quantile regression estimation for panel data
Lamarche, Carlos - In: Journal of econometrics 157 (2010) 2, pp. 396-408
Persistent link: https://www.econbiz.de/10008662987
Cover Image
Robust penalized quantile regression estimation for panel data
Lamarche, Carlos - In: Journal of econometrics 157 (2010) 2, pp. 396-409
Persistent link: https://www.econbiz.de/10008433392
Cover Image
Estimating and testing a quantile regression model with interactive effects
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 178 (2014) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10010255458
Cover Image
A panel quantile approach to attrition bias in Big Data : evidence from a randomized experiment
Harding, Matthew C.; Lamarche, Carlos - In: Journal of econometrics 211 (2019) 1, pp. 61-82
Persistent link: https://www.econbiz.de/10012303626
Cover Image
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos; Parker, Thomas - In: Journal of econometrics 235 (2023) 2, pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428