Under a linear regression model, the best linear unbiased estimator (BLUE) for a finite population total can be obtained. The problem studied here is that of estimating the variance for setting ...

Citations: Coughlan, Anne, Dawn Iacobucci, Adam Duhachek. 2005. A Robust Variance Estimate of Coefficient Alpha: Analytical and Empirical Evidence for One and Two Samples.

Robust inference in time series analysis is concerned with developing statistical methods that remain valid under departures from standard model assumptions, such as the presence of heteroskedasticity ...

This is a preview. Log in through your library . Abstract This paper develops a general approach to robust, regression-based specification tests for (possibly) dynamic econometric models. A useful ...