Heteroskedasticity-Robust Inference in Linear Regressions (Q5305502)

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scientific article; zbMATH DE number 5685766
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Heteroskedasticity-Robust Inference in Linear Regressions
scientific article; zbMATH DE number 5685766

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    Heteroskedasticity-Robust Inference in Linear Regressions (English)
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    22 March 2010
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    heteroskedasticity
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    leverage point
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    linear regression
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    quasi-\(t\) test
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    robust estimation
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    tables
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