A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity (Q90747)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity |
scientific article |
Statements
48
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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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