Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (Q3474058): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610928908830101 / rank
 
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Property / OpenAlex ID: W2085840830 / rank
 
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Latest revision as of 14:03, 20 June 2024

scientific article
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English
Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae
scientific article

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    Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (English)
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    1989
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    posterior probability
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    mean square error
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    Monte Carlo study
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    pretest
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    two-stage Aitken estimator
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    log-normal distribution
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    heteroskedasticity
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    estimated generalized least squares estimator
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