Keywords
HeteroscedasticityEconometricsQuantile regressionStatisticsQuantileMathematicsRobust regressionRegressionEconomics
Related Publications
A Note on the Efficiency of Sandwich Covariance Matrix Estimation
The sandwich estimator, also known as robust covariance matrix estimator, heteroscedasticity-consistent covariance matrix estimate, or empirical covariance matrix estimator, has...
Robust Regression
This chapter contains sections titled: Why Robust Regression? M-Estimators and W-Estimators for Regression Computation Example: The Stack Loss Data Bounded-Influence Regression ...
Statistical Methods for Analyzing Collapsibility in Regression Models
We give a unified treatment of statistical methods for assessing collapsibility in regression problems, including some possible extensions to the class of generalized linear mod...
Union-Intersection and Sample-Split Methods in Econometrics with Applications to MA and SURE Models
In this paper, we develop inference procedures (tests and confidence sets) for two apparently distinct classes of situations: first, problems of comparing or pooling information...
QUANTILE REGRESSION REVEALS HIDDEN BIAS AND UNCERTAINTY IN HABITAT MODELS
We simulated the effects of missing information on statistical distributions of animal response that covaried with measured predictors of habitat to evaluate the utility and per...
Publication Info
- Year
- 1982
- Type
- article
- Volume
- 50
- Issue
- 1
- Pages
- 43-43
- Citations
- 1618
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
1618
OpenAlex
Cite This
Roger Koenker,
Gilbert W. Bassett
(1982).
Robust Tests for Heteroscedasticity Based on Regression Quantiles.
Econometrica
, 50
(1)
, 43-43.
https://doi.org/10.2307/1912528
Identifiers
- DOI
- 10.2307/1912528