Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators (2005)
- Authors:
- Autor USP: FERRARI, SILVIA LOPES DE PAULA - IME
- Unidade: IME
- DOI: 10.1080/00949650410001729427
- Subjects: FORMAS QUADRÁTICAS; HETEROSCEDASTICIDADE
- Keywords: Bias correction; covariance matrix estimation; leverage points; numerical integrationn; Quasi-t test
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Journal of Statistical Computation and Simulation
- ISSN: 1563-5163
- Volume/Número/Paginação/Ano: v. 75, n. 8, p. 611-628, 2005
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
CRIBARI-NETO, Francisco; FERRARI, Sílvia Lopes de Paula; OLIVEIRA, Waldemar A. S. C. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators. Journal of Statistical Computation and Simulation, Abingdon, v. 75, n. 8, p. 611-628, 2005. Disponível em: < http://dx.doi.org/10.1080/00949650410001729427 > DOI: 10.1080/00949650410001729427. -
APA
Cribari-Neto, F., Ferrari, S. L. de P., & Oliveira, W. A. S. C. (2005). Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators. Journal of Statistical Computation and Simulation, 75( 8), 611-628. doi:10.1080/00949650410001729427 -
NLM
Cribari-Neto F, Ferrari SL de P, Oliveira WASC. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators [Internet]. Journal of Statistical Computation and Simulation. 2005 ; 75( 8): 611-628.Available from: http://dx.doi.org/10.1080/00949650410001729427 -
Vancouver
Cribari-Neto F, Ferrari SL de P, Oliveira WASC. Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators [Internet]. Journal of Statistical Computation and Simulation. 2005 ; 75( 8): 611-628.Available from: http://dx.doi.org/10.1080/00949650410001729427 - Second order asymptotics for score tests in exponential family nonlinear models
- Generalized Bartlett correction
- Bartlett and Bartlett-type corrections for testing linear restrictions
- Second order asymptotics for score tests in generalized linear models
- Second order asymptotics for score tests in exponential family nonlinear models
- General method for approximating to the distribution of some statistics
- Bartlett-type corrections for some score tests in proper dispersion models
- Improved Lagrange multiplier test for heteroskedasticity
- A note on Bartlett-type correction for the first few moments of test statistics
- On bootstrap and analytical bias corrections
Informações sobre o DOI: 10.1080/00949650410001729427 (Fonte: oaDOI API)
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