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• Leslie George Godfrey

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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 50 (2006)
Issue (Month): 10 (June)
Pages: 2715-2733
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Handle: RePEc:eee:csdana:v:50:y:2006:i:10:p:2715-2733

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Dale Poirier, 2008. "Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap," Working Papers 080905, University of California-Irvine, Department of Economics. [Downloadable!]
2. Hrishikesh D. Vinod, 2008. "Heteroscedasticity and Autocorrelation Efficient (HAE) Estimation and Pivots for Jointly Evolving Series," Fordham Economics Discussion Paper Series dp2008-15, Fordham University, Department of Economics. [Downloadable!]
3. Hiroaki Chigira & Tsunemasa Shiba, 2006. "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series d06-185, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
4. Kleijnen, Jack P.C., 2006. "White noise assumptions revisited : regression models and statistical designs for simulation practice," Discussion Paper 50, Tilburg University, Center for Economic Research. [Downloadable!]
5. Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice: Statistical Design and Regression Analysis," Discussion Paper 2007-30, Tilburg University, Center for Economic Research. [Downloadable!]
   Other versions:
   • Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice: Statistical Design and Regression Analysis," Discussion Paper 2007-09, Tilburg University, Center for Economic Research. [Downloadable!]

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This page was last updated on 2009-12-3.