Class information for:
Level 1: HETEROSKEDASTICITY//QUASI T TEST//JOURNAL OF ECONOMETRICS

Basic class information

Class id #P Avg. number of
references
Database coverage
of references
9836 1116 21.1 36%



Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes

The table includes all classes above and classes immediately below the current class.



Cluster id Level Cluster label #P
9 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE//COMPUTER SCIENCE, INFORMATION SYSTEMS 1247339
34 3       STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 105938
189 2             STATISTICS & PROBABILITY//NONPARAMETRIC REGRESSION//ANNALS OF STATISTICS 21720
9836 1                   HETEROSKEDASTICITY//QUASI T TEST//JOURNAL OF ECONOMETRICS 1116

Terms with highest relevance score



rank Term termType Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 HETEROSKEDASTICITY authKW 239757 4% 19% 47
2 QUASI T TEST authKW 218879 1% 100% 8
3 JOURNAL OF ECONOMETRICS journal 211283 15% 5% 166
4 INFORMATION MATRIX TEST authKW 179072 1% 55% 12
5 NON NESTED HYPOTHESES authKW 171285 1% 52% 12
6 ARTIFICIAL REGRESSION authKW 164159 1% 100% 6
7 ERROR COMPONENTS authKW 94572 1% 31% 11
8 ERROR COMPONENTS MODEL authKW 92150 1% 42% 8
9 SOCIAL SCIENCES, MATHEMATICAL METHODS WoSSC 87800 35% 1% 387
10 VUONGS TEST authKW 87550 0% 80% 4

Web of Science journal categories



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 Social Sciences, Mathematical Methods 87800 35% 1% 387
2 Economics 40271 64% 0% 716
3 Statistics & Probability 30613 40% 0% 450
4 Mathematics, Interdisciplinary Applications 13777 25% 0% 283
5 Computer Science, Interdisciplinary Applications 297 5% 0% 56
6 Agricultural Economics & Policy 194 1% 0% 11
7 Psychology, Mathematical 120 1% 0% 9
8 Business, Finance 75 1% 0% 16
9 Mathematical & Computational Biology 56 2% 0% 18
10 Management 43 2% 0% 20

Address terms



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 TEAM ALEA 54716 0% 50% 4
2 ABT MAKROOKON 27360 0% 100% 1
3 BEREICH FORMALE METHODEN DATENBANKEN 27360 0% 100% 1
4 DEFIEA4265 27360 0% 100% 1
5 DIPARTIMENTO ANAL ECON 27360 0% 100% 1
6 DIPARTIMENTO SCI ECONOMICHE 27360 0% 100% 1
7 ECON DEV INT FINANCE 27360 0% 100% 1
8 ERICEA3083 27360 0% 100% 1
9 EUREQUIA 27360 0% 100% 1
10 FAK WIRT SOZIALWISSEN 27360 0% 100% 1

Journals



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
1 JOURNAL OF ECONOMETRICS 211283 15% 5% 166
2 ECONOMICS LETTERS 39683 11% 1% 118
3 ECONOMETRIC THEORY 30434 3% 3% 38
4 ECONOMETRICA 25720 4% 2% 48
5 OXFORD BULLETIN OF ECONOMICS AND STATISTICS 15084 2% 2% 26
6 REVIEW OF ECONOMICS AND STATISTICS 11517 3% 1% 36
7 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 8455 4% 1% 50
8 COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 8439 3% 1% 31
9 JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 8246 3% 1% 28
10 INTERNATIONAL ECONOMIC REVIEW 7592 2% 1% 23

Author Key Words



Rank Term Chi square Shr. of publ. in
class containing
term
Class's shr. of
term's tot. occurrences
#P with
term in
class
LCSH search Wikipedia search
1 HETEROSKEDASTICITY 239757 4% 19% 47 Search HETEROSKEDASTICITY Search HETEROSKEDASTICITY
2 QUASI T TEST 218879 1% 100% 8 Search QUASI+T+TEST Search QUASI+T+TEST
3 INFORMATION MATRIX TEST 179072 1% 55% 12 Search INFORMATION+MATRIX+TEST Search INFORMATION+MATRIX+TEST
4 NON NESTED HYPOTHESES 171285 1% 52% 12 Search NON+NESTED+HYPOTHESES Search NON+NESTED+HYPOTHESES
5 ARTIFICIAL REGRESSION 164159 1% 100% 6 Search ARTIFICIAL+REGRESSION Search ARTIFICIAL+REGRESSION
6 ERROR COMPONENTS 94572 1% 31% 11 Search ERROR+COMPONENTS Search ERROR+COMPONENTS
7 ERROR COMPONENTS MODEL 92150 1% 42% 8 Search ERROR+COMPONENTS+MODEL Search ERROR+COMPONENTS+MODEL
8 VUONGS TEST 87550 0% 80% 4 Search VUONGS+TEST Search VUONGS+TEST
9 COXS TEST 82080 0% 100% 3 Search COXS+TEST Search COXS+TEST
10 GLEJSER TEST 82080 0% 100% 3 Search GLEJSER+TEST Search GLEJSER+TEST

Core articles

The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.



Rank Reference # ref.
in cl.
Shr. of ref. in
cl.
Citations
1 MACKINNON, JG , (1992) MODEL-SPECIFICATION TESTS AND ARTIFICIAL REGRESSIONS.JOURNAL OF ECONOMIC LITERATURE. VOL. 30. ISSUE 1. P. 102-146 61 64% 69
2 GODFREY, LG , ORME, CD , (2001) ON IMPROVING THE ROBUSTNESS AND RELIABILITY OF RAO'S SCORE TEST.JOURNAL OF STATISTICAL PLANNING AND INFERENCE. VOL. 97. ISSUE 1. P. 153-176 40 56% 2
3 GODFREY, LG , (2011) ROBUST NON-NESTED TESTING FOR ORDINARY LEAST SQUARES REGRESSION WHEN SOME OF THE REGRESSORS ARE LAGGED DEPENDENT VARIABLES.OXFORD BULLETIN OF ECONOMICS AND STATISTICS. VOL. 73. ISSUE 5. P. 651-668 23 72% 2
4 LI, SY , ZHANG, NH , ZHANG, XQ , WANG, GN , (2017) A NEW HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX ESTIMATOR AND INFERENCE UNDER HETEROSKEDASTICITY.JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION. VOL. 87. ISSUE 1. P. 198 -210 13 100% 0
5 ASLAM, M , RIAZ, T , ALTAF, S , (2013) EFFICIENT ESTIMATION AND ROBUST INFERENCE OFLINEARREGRESSION MODELS IN THE PRESENCE OF HETEROSCEDASTIC ERRORS AND HIGH LEVERAGE POINTS.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. VOL. 42. ISSUE 10. P. 2223-2238 15 88% 1
6 MCALEER, M , (1995) THE SIGNIFICANCE OF TESTING EMPIRICAL NONNESTED MODELS.JOURNAL OF ECONOMETRICS. VOL. 67. ISSUE 1. P. 149-171 47 46% 30
7 LUCCHETTI, R , PIGINI, C , (2013) A TEST FOR BIVARIATE NORMALITY WITH APPLICATIONS IN MICROECONOMETRIC MODELS.STATISTICAL METHODS AND APPLICATIONS. VOL. 22. ISSUE 4. P. 535-572 20 65% 2
8 HAGEMANN, A , (2012) A SIMPLE TEST FOR REGRESSION SPECIFICATION WITH NON-NESTED ALTERNATIVES.JOURNAL OF ECONOMETRICS. VOL. 166. ISSUE 2. P. 247-254 14 88% 1
9 CRIBARI-NETO, F , DA SILVA, WB , (2011) A NEW HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX ESTIMATOR FOR THE LINEAR REGRESSION MODEL.ASTA-ADVANCES IN STATISTICAL ANALYSIS. VOL. 95. ISSUE 2. P. 129 -146 12 100% 10
10 REBELO, E , DO VALLE, PO , NUNES, R , (2012) NONNESTED TESTING FOR COMPETING AUTOREGRESSIVE DYNAMIC MODELS ESTIMATED BY INSTRUMENTAL VARIABLES.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS. VOL. 41. ISSUE 20. P. 3799 -3812 14 82% 0

Classes with closest relation at Level 1



Rank Class id link
1 12600 WEAK INSTRUMENTS//WEAK IDENTIFICATION//MANY INSTRUMENTS
2 9512 GEOGRAPHICAL ANALYSIS//SPATIAL AUTOREGRESSION//SPATIAL AUTOREGRESSIVE MODEL
3 21332 BOX COX TRANSFORMATION//MULTIVARIATE BOX COX TRANSFORMATION//BLENDED UNDERGROUND STORAGE TANK LEAK MODEL
4 18655 DYNAMIC PANEL DATA//DYNAMIC PANEL DATA MODEL//HAUSMAN SPECIFICATION TEST
5 37013 CDF IN A CLOSED FORM//ECONOMETRIC ESTIMATORS//NONNORMAL AUTOCORRELATED DISTURBANCES
6 32788 GENERAL TO SPECIFIC MODELLING//ADDITIVE MODEL REGRESSION//APPROXIMATE MINIMAX ESTIMATION
7 9461 MONEY DEMAND//DEMAND FOR MONEY//CURRENCY SUBSTITUTION
8 32490 GIBBS RESAMPLING//AGGREGATED EXPLANATORY VARIABLES//BIVARIATE CONDITIONING APPROXIMATION
9 7751 BOOTSTRAP//BLOCK BOOTSTRAP//EDGEWORTH EXPANSION
10 10894 SMOOTH TEST//LACK OF FIT TEST//CONSISTENT TEST

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