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Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity

Yang, Zhenlin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 51-92

Persistent link: https://www.econbiz.de/10012488887

A new approach to the asymptotics of HAC robust testing in econometrics

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Applied time series econometrics

Lütkepohl, Helmut (contributor); … - 2004

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Continuously Updated Indirect Inference in Heteroskedastic Spatial Models

Kyriacou, Maria; Phillips, Peter C. B.; Rossi, Francesca - 2019

invalidates commonly used homoskedasticity conditions. In the presence of unobserved heteroskedasticity, standard methods based on … approach which relies on a simple ordinary least squares procedure as its starting point. Heteroskedasticity is accommodated by …

Persistent link: https://www.econbiz.de/10014032510

Heteroscedastic Analysis in Nonlinear Modeling

Louangrath, Paul - 2013

In order to discuss nonlinear, it is necessary to know linear regressive as a priori. Without simple regression as the starting point, it would be difficult to understand nonlinear regression. In words, in order to understand the curve and the behavior of a curve, it is necessary to known a...

Persistent link: https://www.econbiz.de/10013076070

The bigger picture : combining econometrics with analytics improves forecasts of movie success

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Mixing conditions, central limit theorems, and invariance principles : a survey of the literature with some new results on heteroscedastic sequences

Kourogenis, Nikolaos; Pittis, Nikitas - In: Econometric reviews 30 (2011) 1, pp. 88-108

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Issues on multicollinearity and conditional heteroscedasticy in time series econometrics

Månsson, Kristofer - 2012

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On multivariate methods in robust econometrics

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Time-phrased safety stocks planning and its financial impacts : empirical evidence based on European econometric data

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