Articles with "inference heteroskedastic" as a keyword



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Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches

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Published in 2019 at "Journal of Statistical Computation and Simulation"

DOI: 10.1080/00949655.2019.1586902

Abstract: We consider the issue of performing testing inferences on the parameters that index the linear regression model under heteroskedasticity of unknown form. Quasi-t test statistics use asymptotically correct standard errors obtained from heteroskedasticity-consistent covariance matrix… read more here.

Keywords: linear regressions; regressions comparison; heteroskedastic linear; inference heteroskedastic ... See more keywords