Simultaneous mean-variance regression
Year of publication: |
[2018]
|
---|---|
Authors: | Spady, Richard Henry ; Stouli, Sami |
Publisher: |
Bristol, United Kingdom : Department of Economics, University of Bristol |
Subject: | Conditional mean and variance functions | linear regression | simultaneous approximation | heteroskedasticity | robust inference | misspecification | influence function | convexity | ordinary least-squares | dual regression | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
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