Post Averaging Inference Under Heteroskedasticity

Xiaoyan Chen, Na Li, Shangwei Zhao

Type: Article

Publication Date: 2024-07-27

Citations: 0

DOI: https://doi.org/10.1007/s11424-024-4058-3

View Publication

Locations

Journal of Systems Science and Complexity - View

Similar Works

Action	Title	Year	Authors
+	Heteroskedasticity-robust estimation of means	1989	Nuwan Nanayakkara
+	Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity	2023	Xianwen Sun Zhang Li
+	Asymptotic inference under heteroskedasticity of unknown form	2003	Francisco Cribari‐Neto
+	Thirty Years of Heteroskedasticity-Robust Inference	2012	James G. MacKinnon
+	Inference for repeated measures models under heteroscedasticity	2012	Weiyan Mu Xingzhong Xu
+	Statistical inference in nonlinear regression under heteroscedasticity	2010	Changwon Lim Pranab Kumar Sen Shyamal D. Peddada
+	Heteroskedasticity and Autocorrelation Corrections	2013	Kenneth D. West
+	A robust bootstrap test under heteroskedasticity	2003	Jean-François Lamarche
+	A rule of thumb for mixed heteroskedasticity	1985	Peter Kennedy
+ PDF Chat	Heteroskedasticity testing through a comparison of Wald statistics	2013	José Murteira Esmeralda A. Ramalho Joaquim J.S. Ramalho
+	Heteroskedasticity and Autocorrelation Robust Inference for a System of Regression Equations	2017	Rdj Anderson Ralf Becker Osborn
+	Nonparametric Inference in Heteroskedastic Regression	1991	Michael G. Akritas
+	Robust heteroskedasticity-robust tests	2017	Patrick Richard
+	An omnibus test for heteroskedasticity	2009	Richard Luger
+	SURE estimates under dependence and heteroscedasticity	2017	Xinbing Kong Zhi Liu Peng Zhao Zhou Wang
+	Smoothing the pretest estimator : a Monte Carlo study for heteroskedasticity	1987	Senyo B-S. K. Adjibolosoo
+	Robustifying Glejser test of heteroskedasticity	2000	Kyung So Im
+	A suggestion for measuring heteroskedasticity	1989	Peter Kennedy
+ PDF Chat	Corrigendum: Detecting Heteroscedasticity in Non-Parametric Regression Using Weighted Empirical Processes	2019	Justin Chown Ursula U. Müller
+	Optimal heteroskedasticity testing in nonparametric regression	2025	Subhodh Kotekal Soumyabrata Kundu

Works That Cite This (0)

Action	Title	Year	Authors

Works Cited by This (30)

Action	Title	Year	Authors
+	Frequentist model averaging for linear mixed-effects models	2012	Xinjie Chen Guohua Zou Xinyu Zhang
+ PDF Chat	Heteroscedasticity-Robustness of Jackknife Variance Estimators in Linear Models	1987	Jun Shao C. F. Jeff Wu
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White
+ PDF Chat	Adaptive Regression by Mixing	2001	Yuhong Yang
+	Model Selection: An Integral Part of Inference	1997	S. T. Buckland Kenneth P. Burnham Nicole H. Augustin
+	Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model	2006	Nils Lid Hjort Gerda Claeskens
+ PDF Chat	Improved heteroscedasticity-consistent covariance matrix estimators	2000	Francisco Cribari‐Neto
+	Combining Linear Regression Models	2005	Zheng Yuan Yuhong Yang
+ PDF Chat	An asymptotic theory for model selection inference in general semiparametric problems	2007	Gerda Claeskens Raymond J. Carroll
+	Least squares model averaging by Mallows criterion	2009	Alan T. K. Wan Xinyu Zhang Guohua Zou