A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747): Difference between revisions
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1980
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Property / author: Halbert White / rank | |||||||||||||||
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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (English) | |||||||||||||||
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Property / zbMATH Open document ID: 0459.62051 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 62H12 / rank | |||||||||||||||
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Property / zbMATH DE Number: 3720201 / rank | |||||||||||||||
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heteroskedasticity | |||||||||||||||
Property / zbMATH Keywords: heteroskedasticity / rank | |||||||||||||||
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covariance matrix estimator | |||||||||||||||
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consistent estimator | |||||||||||||||
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ordinary least squares | |||||||||||||||
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Property / Wikidata QID: Q55879648 / rank | |||||||||||||||
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Property / full work available at URL: https://doi.org/10.2307/1912934 / rank | |||||||||||||||
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Property / OpenAlex ID: W2108818539 / rank | |||||||||||||||
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Latest revision as of 22:01, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity |
scientific article |
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817
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May 1980
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1980
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A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (English)
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heteroskedasticity
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covariance matrix estimator
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consistent estimator
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ordinary least squares
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