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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models

Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020

three representative models: spatial cross-sectional, static or dynamic panel models. Monte Carlo results show that the …

Persistent link: https://www.econbiz.de/10012305035

Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models

Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - In: Journal of econometrics 224 (2021) 2, pp. 245-270

Persistent link: https://www.econbiz.de/10013275390

Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets

Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579

Persistent link: https://www.econbiz.de/10011499761

A heteroskedasticity-robust F-test statistic for individual effects

Orme, Chris D.; Yamagata, Takashi - 2011

Persistent link: https://www.econbiz.de/10009373418

Bootstrap performance with heteroskedasticity

Davidson, Russell; Monticini, Andrea - 2023

The aim of this paper is to illustrate more than one instance of poor bootstrap performance, and to see how available … important to explain bootstrap discrepancy are illustrated by some Monte Carlo experiments. …

Persistent link: https://www.econbiz.de/10014440959

Bootstrapped White's test for heteroskedasticity in regression models

Jeong, Jinook; Lee, Kyoungwoo - In: Economics letters 63 (1999) 3, pp. 261-267

Persistent link: https://www.econbiz.de/10001398927

Exact and bootstrap distribution of a Wald test for equality of each individual regression coefficient under heteroscedasticity

Ohtani, Kazuhiro - In: Journal of quantitative economics : official journal of … 15 (1999) 1, pp. 77-88

Persistent link: https://www.econbiz.de/10001488724

Bootstrap methods for heteroskedastic regression models : evidence on estimation and testing

Cribari-Neto, Francisco; Zarkos, Spyros G. - In: Econometric reviews 18 (1999) 2, pp. 211-228

Persistent link: https://www.econbiz.de/10001371098

The wild bootstrap, tamed at last

Davidson, Russell; Flachaire, Emmanuel - 2001

Persistent link: https://www.econbiz.de/10001554395

Imposed linear structures in conventional sampling theory

Pokropp, Fritz - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 3, pp. 333-352

Persistent link: https://www.econbiz.de/10001760043