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The finite-sample distributions of heteroskedasticity robust Wald statistics

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  • Chesher, Andrew
  • Austin, Gerard

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 47 (1991)
Issue (Month): 1 (January)
Pages: 153-173

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Handle: RePEc:eee:econom:v:47:y:1991:i:1:p:153-173

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Jens J. Krüger & Uwe Cantner & Horst Hanusch, 2003. "Explaining International Productivity Differences," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 223(6), pages 659-679, November.
  2. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007. "Bootstrap-Based Improvements for Inference with Clustered Errors," NBER Technical Working Papers 0344, National Bureau of Economic Research, Inc.
  3. Lamarche, Jean-Francois, 2003. "A robust bootstrap test under heteroskedasticity," Economics Letters, Elsevier, vol. 79(3), pages 353-359, June.
  4. Z. Psaradakis & M. Solá, 1993. "On the power of tests for superexogeneity and structural invariance," Documentos de Trabajo (working papers) 0993, Department of Economics - dECON.
  5. Guido W. Imbens & Michal Kolesar, 2012. "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers 18478, National Bureau of Economic Research, Inc.
  6. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, Elsevier, vol. 72(1-2), pages 275-299.
  7. Uchôa, Carlos F.A. & Cribari-Neto, Francisco & Menezes, Tatiane A., 2014. "Testing inference in heteroskedastic fixed effects models," European Journal of Operational Research, Elsevier, Elsevier, vol. 235(3), pages 660-670.
  8. James G. MacKinnon, 2012. "Thirty Years of Heteroskedasticity-Robust Inference," Working Papers, Queen's University, Department of Economics 1268, Queen's University, Department of Economics.

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