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Original Articles

Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing

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Pages 211-228 | Published online: 21 Mar 2007

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

Read on this site (19)

Václav Adamec & Eric P. Smith. (2023) Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances. Communications in Statistics - Simulation and Computation 52:6, pages 2765-2780.
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Daniel Frings, Kerry V. Wood & Ian P. Albery. (2021) New converts and seasoned campaigners: the role of social identity at different stages in the addiction recovery journey. Drugs: Education, Prevention and Policy 28:5, pages 496-503.
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Thomas A. Metzger & Christopher T. Franck. (2021) Detection of latent heteroscedasticity and group-based regression effects in linear models via Bayesian model selection. Technometrics 63:1, pages 116-126.
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Shunyong Li, Nahui Zhang, Xiaoqin Zhang & Guannan Wang. (2017) A new heteroskedasticity-consistent covariance matrix estimator and inference under heteroskedasticity. Journal of Statistical Computation and Simulation 87:1, pages 198-210.
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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.
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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.
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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.
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Jiro Hodoshima & Masakazu Ando. (2010) Bootstrapping stochastic regression models under homoskedasticity: wild bootstrap vs. pairs bootstrap. Journal of Statistical Computation and Simulation 80:11, pages 1225-1235.
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Francisco Cribari-Neto & Maria da Glória A. Lima. (2010) Approximate inference in heteroskedastic regressions: A numerical evaluation. Journal of Applied Statistics 37:4, pages 591-615.
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VerônicaM. C. Lima, TatieneC. Souza, Francisco Cribari-Neto & GilênioB. Fernandes. (2009) Heteroskedasticity-Robust Inference in Linear Regressions. Communications in Statistics - Simulation and Computation 39:1, pages 194-206.
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Francisco Cribari-Neto & Maria da Glória A. Lima. (2009) Heteroskedasticity-consistent interval estimators. Journal of Statistical Computation and Simulation 79:6, pages 787-803.
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Jiro Hodoshima & Masakazu Ando. (2007) The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors. Communications in Statistics - Simulation and Computation 36:6, pages 1201-1215.
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Francisco Cribari-Neto, TatieneC. Souza & KlausL. P. Vasconcellos. (2007) Inference Under Heteroskedasticity and Leveraged Data. Communications in Statistics - Theory and Methods 36:10, pages 1877-1888.
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Jiro Hodoshima & Masakazu Ando. (2006) The Effect of Non Independence of Explanatory Variables and Error Term and Heteroskedasticity in Stochastic Regression Models. Communications in Statistics - Simulation and Computation 35:2, pages 361-405.
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Francisco Cribari-Neto, SilviaL. P. Ferrari & WaldemarA. S. C. Oliveira. (2005) Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators. Journal of Statistical Computation and Simulation 75:8, pages 611-628.
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Francisco Cribari-Neto & Spyros G. Zarkos. (2004) Leverage-adjusted heteroskedastic bootstrap methods . Journal of Statistical Computation and Simulation 74:3, pages 215-232.
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Francisco Cribari-Neto & Nila M. S. Galvão. (2003) A Class of Improved Heteroskedasticity-Consistent Covariance Matrix Estimators. Communications in Statistics - Theory and Methods 32:10, pages 1951-1980.
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Francisco Cribari-Neto & Spyros G. Zarkos. (2001) Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap . Journal of Statistical Computation and Simulation 68:4, pages 391-411.
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