A review of SORITEC for Windows
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119, Decembrie.
- White, Halbert, 1983. "Corrigendum [Maximum Likelihood Estimation of Misspecified Models]," Econometrica, Econometric Society, vol. 51(2), pages 513-513, March.
- Jean-Louis Brillet, 1999. "Solving Large and Small Models on Microcomputers," Computing in Economics and Finance 1999 154, Society for Computational Economics.
- MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties,"
Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper 537, Economics Department, Queen's University.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
- Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2020. "Sampling‐Based versus Design‐Based Uncertainty in Regression Analysis," Econometrica, Econometric Society, vol. 88(1), pages 265-296, January.
- Richard H. Spady & Sami Stouli, 2018.
"Simultaneous Mean-Variance Regression,"
Bristol Economics Discussion Papers
18/697, School of Economics, University of Bristol, UK.
- Richard Spady & Sami Stouli, 2018. "Simultaneous Mean-Variance Regression," Papers 1804.01631, arXiv.org, revised Jan 2019.
- Richard Spady & Sami Stouli, 2018. "Simultaneous mean-variance regression," CeMMAP working papers CWP25/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- A. Colin Cameron & Douglas L. Miller, 2010.
"Robust Inference with Clustered Data,"
Working Papers
106, University of California, Davis, Department of Economics.
- Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
- A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 107, University of California, Davis, Department of Economics.
- Charles, Amelie & Darne, Olivier, 2006. "Large shocks and the September 11th terrorist attacks on international stock markets," Economic Modelling, Elsevier, vol. 23(4), pages 683-698, July.
- Packalen, Mikko & Wirjanto, Tony S., 2012.
"Inference about clustering and parametric assumptions in covariance matrix estimation,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 1-14, January.
- Mikko Packalen & Tony Wirjanto, 2010. "Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation," Working Papers 1012, University of Waterloo, Department of Economics, revised Nov 2010.
- MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023.
"Testing for the appropriate level of clustering in linear regression models,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022. "Testing for the appropriate level of clustering in linear regression models," Working Paper 1428, Economics Department, Queen's University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023. "Testing for the appropriate level of clustering in linear regression models," Papers 2301.04522, arXiv.org, revised Mar 2023.
- Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey M. Wooldridge, 2017.
"Sampling-based vs. Design-based Uncertainty in Regression Analysis,"
Papers
1706.01778, arXiv.org, revised Jun 2019.
- Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey M., 2017. "Sampling-Based vs. Design-Based Uncertainty in Regression Analysis," Research Papers 3349, Stanford University, Graduate School of Business.
- Roberto Ezcurra, 2011. "Unemployment Volatility and Regional Specialization in the European Union," Regional Studies, Taylor & Francis Journals, vol. 45(8), pages 1121-1137.
- A. Colin Cameron & Douglas L. Miller, 2010.
"Robust Inference with Clustered Data,"
Working Papers
318, University of California, Davis, Department of Economics.
- Colin Cameron, 2011. "Robust inference with clustered data," Mexican Stata Users' Group Meetings 2011 07, Stata Users Group.
- A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 316, University of California, Davis, Department of Economics.
- Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
- Paul Dudgeon, 2017. "Some Improvements in Confidence Intervals for Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 928-951, December.
- Joel L. Horowitz, 2018. "Bootstrap methods in econometrics," CeMMAP working papers CWP53/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
- Guggisberg Michael, 2019. "Misspecified Discrete Choice Models and Huber-White Standard Errors," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-17, January.
- Gregory, Allan W. & McCurdy, Thomas H., 1986. "The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany," European Economic Review, Elsevier, vol. 30(2), pages 365-381, April.
- Kaiser, Lutz C., 2014. "The Gender-Career Estimation Gap," IZA Discussion Papers 8185, Institute of Labor Economics (IZA).
- Reischmann, Markus, 2016.
"Creative accounting and electoral motives: Evidence from OECD countries,"
Journal of Comparative Economics, Elsevier, vol. 44(2), pages 243-257.
- Markus Reischmann, 2015. "Creative Accounting and Electoral Motives: Evidence from OECD Countries," ifo Working Paper Series 201, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Towfiqul Islam Khan & Mashfique Ibne Akbar, 2015. "Illicit Financial Flow in view of Financing the Post-2015 Development Agenda," Southern Voice Occasional Paper 25, Southern Voice.
- Potrafke, Niklas, 2019.
"Electoral cycles in perceived corruption: International empirical evidence,"
Journal of Comparative Economics, Elsevier, vol. 47(1), pages 215-224.
- Niklas Potrafke, 2018. "Electoral cycles in perceived corruption: International empirical evidence," ifo Working Paper Series 277, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Potrafke, Niklas, 2019. "Electoral cycles in perceived corruption: International empirical evidence," Munich Reprints in Economics 78256, University of Munich, Department of Economics.
- Niklas Potrafke, 2018. "Electoral Cycles in Perceived Corruption: International Empirical Evidence," CESifo Working Paper Series 7393, CESifo.
More about this item
Lists
This item is featured on the following reading lists, Wikipedia, or ReplicationWiki pages:- A review of SORITEC for Windows (Journal of Applied Econometrics 2002) in ReplicationWiki
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jae:japmet:v:17:y:2002:i:1:p:85-90. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley-Blackwell Digital Licensing or Christopher F. Baum (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/0883-7252/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.