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On testing a subset of regression parameters under heteroskedasticity

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  • Wen, Miin-Jye
  • Chen, Shun-Yi
  • Chen, Hubert J.

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  • Wen, Miin-Jye & Chen, Shun-Yi & Chen, Hubert J., 2007. "On testing a subset of regression parameters under heteroskedasticity," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5958-5976, August.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:12:p:5958-5976
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    References listed on IDEAS

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    1. Cribari-Neto, Francisco, 2004. "Asymptotic inference under heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 215-233, March.
    2. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    3. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
    4. Meulen Edward C. van der & Dudewicz Edward J., 1983. "Entropy-Based Statistical Inference, Ii: Selection-Of-The-Best/Complete Ranking For Continuous Distributions On (0,1), With Applications To Random Number Generators," Statistics & Risk Modeling, De Gruyter, vol. 1(2), pages 131-146, February.
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    Cited by:

    1. Cheng, Tsung-Chi, 2011. "Robust diagnostics for the heteroscedastic regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1845-1866, April.
    2. Yang, Guijun & Wang, Zhigang & Deng, Wei, 2010. "Unbiased generalized quasi-regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(3), pages 779-789, March.

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