An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function
David A. Belsley
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of economic dynamics & control |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001668343