A note on the Eicker-White heteroskedasticity-consistent covariance matrix estimator
Naorayex K. Dastoor
| Year of publication: |
1994
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|---|---|
| Authors: | Dastoor, Naorayex K. |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - 1994, p. 247-252
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001177280