Adamec, Václav; Smith, Eric P. Rejection rates of bootstrapped and exact heteroskedasticity tests in response to skedastic function and normal or skewed disturbances. (English) Zbl 07714535 Commun. Stat., Simulation Comput. 52, No. 6, 2765-2780 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{V. Adamec} and \textit{E. P. Smith}, Commun. Stat., Simulation Comput. 52, No. 6, 2765--2780 (2023; Zbl 07714535) Full Text: DOI
Hayakawa, Kazuhiko; Sun, Qi Instrumental variable estimation of factor models with possibly many variables. (English) Zbl 07551081 Commun. Stat., Simulation Comput. 48, No. 6, 1729-1745 (2019). MSC: 62-XX 62H12 PDFBibTeX XMLCite \textit{K. Hayakawa} and \textit{Q. Sun}, Commun. Stat., Simulation Comput. 48, No. 6, 1729--1745 (2019; Zbl 07551081) Full Text: DOI
Paul, Chinmoy; Vishwakarma, Gajendra K. Back propagation neural networks and multiple regressions in the case of heteroskedasticity. (English) Zbl 1385.62028 Commun. Stat., Simulation Comput. 46, No. 9, 6772-6789 (2017). MSC: 62M45 62H30 62J05 PDFBibTeX XMLCite \textit{C. Paul} and \textit{G. K. Vishwakarma}, Commun. Stat., Simulation Comput. 46, No. 9, 6772--6789 (2017; Zbl 1385.62028) Full Text: DOI
Laurent, Roy S.; Turk, Philip The effects of misconceptions on the properties of Friedman’s test. (English) Zbl 1295.62047 Commun. Stat., Simulation Comput. 42, No. 7, 1596-1615 (2013). MSC: 62G10 62G20 PDFBibTeX XMLCite \textit{R. S. Laurent} and \textit{P. Turk}, Commun. Stat., Simulation Comput. 42, No. 7, 1596--1615 (2013; Zbl 1295.62047) Full Text: DOI
Lima, Verônica M. C.; Souza, Tatiene C.; Cribari-Neto, Francisco; Fernandes, Gilênio B. Heteroskedasticity-robust inference in linear regressions. (English) Zbl 1183.62117 Commun. Stat., Simulation Comput. 39, No. 1, 194-206 (2010). MSC: 62J05 62F35 62H12 62F03 65C05 PDFBibTeX XMLCite \textit{V. M. C. Lima} et al., Commun. Stat., Simulation Comput. 39, No. 1, 194--206 (2010; Zbl 1183.62117) Full Text: DOI
Diongue, Abdou Kâ; Guégan, Dominique Estimation of \(k\)-factor GIGARCH process: A Monte Carlo study. (English) Zbl 1153.62355 Commun. Stat., Simulation Comput. 37, No. 10, 2037-2049 (2008). MSC: 62M10 65C05 62M09 62F10 PDFBibTeX XMLCite \textit{A. K. Diongue} and \textit{D. Guégan}, Commun. Stat., Simulation Comput. 37, No. 10, 2037--2049 (2008; Zbl 1153.62355) Full Text: DOI
Hodoshima, Jiro; Ando, Masakazu The effect of non independence of explanatory variables and error term and heteroskedasticity in stochastic regression models. (English) Zbl 1093.62067 Commun. Stat., Simulation Comput. 35, No. 2, 361-405 (2006). MSC: 62J05 62H12 65C60 62Q05 62P20 PDFBibTeX XMLCite \textit{J. Hodoshima} and \textit{M. Ando}, Commun. Stat., Simulation Comput. 35, No. 2, 361--405 (2006; Zbl 1093.62067) Full Text: DOI