Publication date
April 2017
DOIAbstract
These routines support the diagnosis of groupwise heteroskedasticity and cross-sectional correlation in the context of a regression model fit to pooled cross-section time series (xt) data
These routines support the diagnosis of groupwise heteroskedasticity and cross-sectional correlation in the context of a regression model fit to pooled cross-section time series (xt) data
We are dealing with time series which are measured on an arbitrary scale, e.g. on a categorical or o...
Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cros...
AbstractAn asymptotic theory is developed for series estimation of nonparametric and semiparametric ...
These routines support the diagnosis of groupwise heteroskedasticity and cross-sectional correlation...
Abstract: We examine the residual-based diagnostics for univariate and multivari-ate conditional het...
This paper considers residuals for time series regression. Despite much literature on visual diagnos...
This paper considers residuals for time series regression. Despite much literature on visual diagnos...
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models....
We are dealing with time series which are measured on an arbitrary scale, e.g. on a categorical or o...
In a previous article we showed that ordinary least squares with panel corrected standard errors is...
Several models are available for the analysis of pooled time-series cross-section (TSCS) data, defin...
17 pages, 1 article*Examination and Analysis of Residuals. I. Diagnostic Checking of Residuals in L...
Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cros...
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models....
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models....
We are dealing with time series which are measured on an arbitrary scale, e.g. on a categorical or o...
Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cros...
AbstractAn asymptotic theory is developed for series estimation of nonparametric and semiparametric ...
These routines support the diagnosis of groupwise heteroskedasticity and cross-sectional correlation...
Abstract: We examine the residual-based diagnostics for univariate and multivari-ate conditional het...
This paper considers residuals for time series regression. Despite much literature on visual diagnos...
This paper considers residuals for time series regression. Despite much literature on visual diagnos...
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models....
We are dealing with time series which are measured on an arbitrary scale, e.g. on a categorical or o...
In a previous article we showed that ordinary least squares with panel corrected standard errors is...
Several models are available for the analysis of pooled time-series cross-section (TSCS) data, defin...
17 pages, 1 article*Examination and Analysis of Residuals. I. Diagnostic Checking of Residuals in L...
Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cros...
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models....
In this paper we discuss tests for residual cross section dependence in nonlinear panel data models....
We are dealing with time series which are measured on an arbitrary scale, e.g. on a categorical or o...
Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cros...
AbstractAn asymptotic theory is developed for series estimation of nonparametric and semiparametric ...
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