Weighted empirical adaptive variance estimators for correlated data regression
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- repec:eee:reensy:v:93:y:2008:i:6:p:897-912 is not listed on IDEAS
- Jens J. Krüger, 2016. "Radar scanning the world production frontier," Journal of Productivity Analysis, Springer, vol. 46(1), pages 1-13, August.
- Francesca Dominici & Lianne Sheppard & Merlise Clyde, 2003. "Health Effects of Air Pollution: A Statistical Review," International Statistical Review, International Statistical Institute, vol. 71(2), pages 243-276, August.
- Wu, Rongning, 2012. "On variance estimation in a negative binomial time series regression model," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 145-155.
- Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
- Krüger, Jens J., 2015. "Radar scanning the world production frontier," Darmstadt Discussion Papers in Economics 222, Darmstadt University of Technology, Department of Law and Economics.
- Zeileis, Achim, 2004. "Econometric Computing with HC and HAC Covariance Matrix Estimators," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 11(i10).
- Zeileis, Achim, 2006. "Object-oriented Computation of Sandwich Estimators," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 16(i09).
- Javier Contreras-Reyes & Wilfredo Palma, 2013. "Statistical analysis of autoregressive fractionally integrated moving average models in R," Computational Statistics, Springer, vol. 28(5), pages 2309-2331, October.
- Lucio Capitani & Leo Pasquazzi, 2015. "Inference for performance measures for financial assets," METRON, Springer;Sapienza Università di Roma, vol. 73(1), pages 73-98, April.
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