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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
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Linear Statistical Inference and its Applications
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CHUNG, K. L. : A course in probability theory. Harcourt & Brace, New York 1968. VIII, 331 S.
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A Course in Probability Theory
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Some Tests for Homoscedasticity
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A Necessary and Sufficient Condition That Ordinary Least-Squares Estimators Be Best Linear Unbiased
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Estimation in a Heteroscedastic Regression Model
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Some Estimators for a Linear Model With Random Coefficients
inferredcites →https://doi.org/10.1080/01621459.1969.10500976openalex-snapshot
A New Test for Heteroskedasticity
inferredcites →https://doi.org/10.1080/01621459.1969.10501016openalex-snapshot
Variance Estimation with One Unit Per Stratum
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Covariance Matrix Estimation in Linear Models
inferredcites →https://doi.org/10.1214/aoms/1177697731openalex-snapshot
Asymptotic Properties of Non-Linear Least Squares Estimators
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Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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Cost Allocation in Railroad Regulation
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