REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY.
| Year of publication: |
1990
|
|---|---|
| Authors: | HANSEN, B.E. |
| Institutions: | University of Rochester - Center for Economic Research (RCER) |
| Subject: | linear models | regression analysis | heteroskedasticity |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 21 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005503946