Similar Search Results - EconBiz

A Minimax Bias Estimator for OLS Variances Under Heteroskedasticity

Ahmed, Mumtaz - 2014

Analytic evaluation of heteroskedasticity consistent covariance matrix estimates (HCCME) is difficult because of the complexity of the formulae currently available. We obtain new analytic formulae for the bias of a class of estimators of the covariance matrix of OLS in a standard linear...

Persistent link: https://www.econbiz.de/10013054542

Consistency via type 2 inequalities : a generalization of Wu's theorem

Zaman, Asad - In: Econometric theory 5 (1989) 2, pp. 272-286

Persistent link: https://www.econbiz.de/10001069076

Shortcomings of tests for autocorrelation

Zaman, Asad - 1994

Persistent link: https://www.econbiz.de/10000148803

Maximum likelihood estimates for the Hildreth-Houck random coefficients model

Zaman, Asad - In: The econometrics journal 5 (2002) 1, pp. 237-262

Persistent link: https://www.econbiz.de/10001683712

Reduced form estimation and prediction from uncertain structural models : a generic approach

Maasoumi, Esfandiar - In: Journal of econometrics 31 (1986) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10001023255

Empirical analyses of inequality and welfare

Maasoumi, Esfandiar - 1997

Persistent link: https://www.econbiz.de/10001328885

How to live with misspecification if you must

Maasoumi, Esfandiar - In: Journal of econometrics 44 (1990) 1

Persistent link: https://www.econbiz.de/10001274642

What do tests for heteroskedasticity detect?

Dutta, Jayasri; Zaman, Asad - 1989

Persistent link: https://www.econbiz.de/10000771814

A note on the Goldfeld Quandt test

Tomak, Kerem; Zaman, Asad - 1995

Persistent link: https://www.econbiz.de/10000906165

Effects of skewness and kurtosis on model selection criteria

Başçı, Sıdıka - In: Economics letters 59 (1998) 1, pp. 17-22

Persistent link: https://www.econbiz.de/10001239106

A service of the