Heteroskedasticity-robust tests in regression directions
by Russell Davidson and James C. MacKinnon. [Queen's University, Institute for Economic Research]
| Year of publication: |
1985
|
|---|---|
| Authors: | Davidson, Russell ; MacKinnon, James C. |
| Publisher: |
[Kingston] |
| Subject: | Statistik | Korrelation und Regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Heteroskedastizität | Heteroscedasticity |
| Extent: | 43 S. 4° |
|---|---|
| Series: | Discussion paper ; Nr 616 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003522821