Estimation and Inference for Heteroscedastic Systems of Equations (Q3324904): Difference between revisions
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Revision as of 11:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and Inference for Heteroscedastic Systems of Equations |
scientific article |
Statements
Estimation and Inference for Heteroscedastic Systems of Equations (English)
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1983
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heteroscedasticity
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parameter restrictions
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seemingly unrelated regression
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robust parameter covariance matrices
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simulations
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