Advanced search
Publication Cover
Journal of Statistical Computation and Simulation Volume 75, 2005 - Issue 8
Submit an article Journal homepage
272
Views
18
CrossRef citations to date
0
Altmetric
Original Articles

Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators

Francisco Cribari-Neto Departamento de Estatística/CCEN, Universidade Federal de Pernambuco, Cidade Universitária, Recife, PE, 50740-540, BrazilCorrespondence[email protected]
,
Silvia L. P. Ferrari Departamento de Estatística/IME, Universidade de São Paulo, Caixa Postal 66281, São Paulo, SP, 05311-970, Brazil
&
Waldemar A. S. C. Oliveira Departamento de Estatística/CCEN, Universidade Federal de Pernambuco, Cidade Universitária, Recife, PE, 50740-540, Brazil
Pages 611-628 | Received 29 Aug 2002, Published online: 16 Aug 2006

Citations (18)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (4)

Muhammad Aslam. (2014) Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors. Communications in Statistics - Simulation and Computation 43:10, pages 2353-2373.
Read now
Muhammad Aslam, Tahira Riaz & Saima Altaf. (2013) Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points. Communications in Statistics - Simulation and Computation 42:10, pages 2223-2238.
Read now
Munir Ahmed, Muhammad Aslam & G.R. Pasha. (2011) Inference under Heteroscedasticity of Unknown Form Using an Adaptive Estimator. Communications in Statistics - Theory and Methods 40:24, pages 4431-4457.
Read now
Francisco Cribari-Neto & Maria da Glória A. Lima. (2009) Heteroskedasticity-consistent interval estimators. Journal of Statistical Computation and Simulation 79:6, pages 787-803.
Read now

Articles from other publishers (14)

Miguel Garcia Pimenta, Rixa Käthe Gruhnert, Anselm B.M. Fuermaier & Yvonne Groen. (2024) The role of executive functions in mediating the relationship between adult ADHD symptoms and hyperfocus in university students. Research in Developmental Disabilities 144, pages 104639.
Crossref
Christiane Bös, Lisza Gaiswinkler, Jürgen Fuchshuber, Andreas Schwerdtfeger & Human-Friedrich Unterrainer. (2023) Effect of Yoga involvement on mental health in times of crisis: A cross-sectional study. Frontiers in Psychology 14.
Crossref
Oskari Rintala, Sini Laari, Tomi Solakivi, Juuso Töyli, Reetta Nikulainen & Lauri Ojala. (2022) Revisiting the relationship between environmental and financial performance: The moderating role of ambidexterity in logistics. International Journal of Production Economics 248, pages 108479.
Crossref
Franziska Schier, Christian Morland, Matthias Dieter & Holger Weimar. (2021) Estimating supply and demand elasticities of dissolving pulp, lignocellulose-based chemical derivatives and textile fibres in an emerging forest-based bioeconomy. Forest Policy and Economics 126, pages 102422.
Crossref
Linlin Yan, Yiqun Gan, Xu Ding, Jianhui Wu & Hongxia Duan. (2021) The relationship between perceived stress and emotional distress during the COVID-19 outbreak: Effects of boredom proneness and coping style. Journal of Anxiety Disorders 77, pages 102328.
Crossref
Sedef Akgungor, Kamiar Alaei, Weng-Fong Chao, Alexandra Harrington & Arash Alaei. (2019) Correlation between human rights promotion and health protection: a cross country analysis. International Journal of Human Rights in Healthcare 13:1, pages 72-92.
Crossref
Lynn Foster-Johnson & Jeffrey D. Kromrey. (2018) Predicting group-level outcome variables: An empirical comparison of analysis strategies. Behavior Research Methods 50:6, pages 2461-2479.
Crossref
Diego Winkelried & Luis A. Iberico. (2017) Calendar effects in Latin American stock markets. Empirical Economics 54:3, pages 1215-1235.
Crossref
Hoon Lee. (2018) A Study on the Effect of Slope on Housing Prices : Focusing on Apartment Complexes in Seoul Area. Journal of Korea Planning Association 53:1, pages 153-177.
Crossref
Carlos F.A. Uchôa, Francisco Cribari-Neto & Tatiane A. Menezes. (2014) Testing inference in heteroskedastic fixed effects models. European Journal of Operational Research 235:3, pages 660-670.
Crossref
Ian R. Cleasby & Shinichi Nakagawa. (2011) Neglected biological patterns in the residuals. Behavioral Ecology and Sociobiology 65:12, pages 2361-2372.
Crossref
Andrew F. Hayes & Li Cai. (2007) Using heteroskedasticity-consistent standard error estimators in OLS regression: An introduction and software implementation. Behavior Research Methods 39:4, pages 709-722.
Crossref
Dennis Coates, Jac C. Heckelman & Bonnie Wilson. (2007) Determinants of interest group formation. Public Choice 133:3-4, pages 377-391.
Crossref
Dennis Coates, Jac C. Heckelman & Bonnie Wilson. (2007) Special-Interest Groups and Volatility. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.