Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches-Reference-Cited by-同舟云学术

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

Published:2019-03-04 Issue:8 Volume:89 Page:1437-1465
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Cribari-Neto Francisco¹,Pereira Inara F. S.¹

Affiliation:

1. Departamento de Estatística, Universidade Federal de Pernambuco, Recife, Brazil

Funder

Conselho Nacional de Desenvolvimento Científico e Tecnológico

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2019.1586902

Reference17 articles.

1. Estimating Regression Models with Multiplicative Heteroscedasticity

2. Robust methods for heteroskedastic regression

3. Asymptotic inference under heteroskedasticity of unknown form

4. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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