On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Year of publication: |
2000
|
---|---|
Authors: | Bera, Anil K. ; Suprayitno, Totok ; Premaratne, Gamini |
Publisher: |
Champaign, IL |
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Kleinste-Quadrate-Methode | Least squares method |
-
Belsley, David A., (2002)
-
Risk vs upside uncertainty : application of quantile regression in investment analysis
Rehman, Seema, (2023)
-
Testing for heteroscedasticity with ordinary least squares residuals
Consigliere, Isabella, (1985)
- More ...
-
Bera, Anil K., (2001)
-
Suprayitno, Totok, (1993)
-
On some heteroskedasticity-robust estimators of variance-covariance matrix
Bera, Anil K., (1993)
- More ...