Search Results - "Lima, Maria da Glória A."
-
1
Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
Published in Annals of the Institute of Statistical Mathematics (01-12-2010)“…The linear regression model is commonly used by practitioners to model the relationship between the variable of interest and a set of explanatory variables…”
Get full text
Journal Article -
2
Approximate inference in heteroskedastic regressions: A numerical evaluation
Published in Journal of applied statistics (01-04-2010)“…The commonly made assumption that all stochastic error terms in the linear regression model share the same variance (homoskedasticity) is oftentimes violated…”
Get full text
Journal Article -
3
A sequence of improved standard errors under heteroskedasticity of unknown form
Published in Journal of statistical planning and inference (01-11-2011)“…The linear regression model is commonly used by practitioners to model the relationship between the variable of interest and a set of explanatory variables…”
Get full text
Journal Article -
4
Heteroskedasticity-consistent interval estimators
Published in Journal of statistical computation and simulation (01-06-2009)“…The linear regression model is commonly used in applications. One of the assumptions made is that the error variances are constant across all observations…”
Get full text
Journal Article -
5
New heteroskedasticity-robust standard errors for the linear regression model
Published in Brazilian journal of probability and statistics (01-02-2014)“…Linear regressions fitted to cross-sectional data of tentimes display heteroskedasticity, that is, error variances that are not constant. A common modeling…”
Get full text
Journal Article