An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
Year of publication: |
2002
|
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Authors: | Belsley, David A. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 26.2002, 9/10, p. 1379-1396
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Subject: | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Kleinste-Quadrate-Methode | Least squares method |
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