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) | |||||||||||||||
| Property / title: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 0459.62051 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62J05 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62H12 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62G05 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 3720201 / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
heteroskedasticity | |||||||||||||||
| Property / zbMATH Keywords: heteroskedasticity / rank | |||||||||||||||
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covariance matrix estimator | |||||||||||||||
| Property / zbMATH Keywords: covariance matrix estimator / rank | |||||||||||||||
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consistent estimator | |||||||||||||||
| Property / zbMATH Keywords: consistent estimator / rank | |||||||||||||||
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ordinary least squares | |||||||||||||||
| Property / zbMATH Keywords: ordinary least squares / rank | |||||||||||||||
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Revision as of 13:57, 20 October 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity |
scientific article |
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48
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4
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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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