Advanced search
Publication Cover
Journal of Applied Statistics Volume 37, 2010 - Issue 4
Submit an article Journal homepage
138
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Approximate inference in heteroskedastic regressions: A numerical evaluation

Francisco Cribari-Neto Departamento de Estatística, Universidade Federal de Pernambuco, Cidade Universitária, Recife, PE, 50740–540, BrazilCorrespondence[email protected]
&
Maria da Glória A. Lima Departamento de Estatística e Informática, Universidade Federal Rural de Pernambuco, Dois Irmãos, Recife, PE, 52171–900, Brazil
Pages 591-615 | Received 21 Jul 2008, Published online: 03 Mar 2010

Citations (5)

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 (1)

Francisco Cribari-Neto & Inara F. S. Pereira. (2019) Testing inference in heteroskedastic linear regressions: a comparison of two alternative approaches. Journal of Statistical Computation and Simulation 89:8, pages 1437-1465.
Read now

Articles from other publishers (4)

Mick Silver. (2016) How to Better Measure Hedonic Residential Property Price Indexes. IMF Working Papers 16:213, pages 1.
Crossref
Sivagowry Sriananthakumar. (2015) Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests. Economic Modelling 49, pages 387-394.
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
Francisco Cribari-Neto & Wilton Bernardino da Silva. (2010) A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model. AStA Advances in Statistical Analysis 95:2, pages 129-146.
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.