An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function

Published:2002-08 Issue:9-10 Volume:26 Page:1379-1396
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Belsley David A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference6 articles.

1. A simple test for heteroskedasticity and random coefficient variation;Breusch;Econometrica,1979

2. Estimation and Inference in Econometrics;Davidson,1993

3. A new test for heteroskedasticity;Glejser;Journal of the American Statistical Association,1969

4. Some tests for homoskedasticity;Goldfeld;Journal of the American Statistical Association,1965

5. Model specification tests and artificial regressions;MacKinnon;Journal of Economic Literature,1992

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models;Statistica Sinica;2018

2. Bootstrap Tests for Regression Models;PALGR TEXTS ECONOMET;2009

3. Testing for Heteroskedasticity and Predictive Failure in Linear Regression Models;Oxford Bulletin of Economics and Statistics;2008-06

4. Tests for regression models with heteroskedasticity of unknown form;Computational Statistics & Data Analysis;2006-06

5. The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models;Computational Statistics & Data Analysis;2005-04

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3