Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (Q3474058)
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scientific article; zbMATH DE number 4141265
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| English | Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae |
scientific article; zbMATH DE number 4141265 |
Statements
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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0.7500796318054199
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0.748859167098999
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0.7264319062232971
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0.7253631353378296
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0.7238277196884155
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