Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723)
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scientific article; zbMATH DE number 895896
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| English | Second order approximation in a linear regression with heteroskedasticity of unknown form |
scientific article; zbMATH DE number 895896 |
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Second order approximation in a linear regression with heteroskedasticity of unknown form (English)
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29 August 1996
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local linear regression
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asymptotic expansions
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stochastic expansions
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standardised semiparametric generalized least squares estimator
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standard error
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studentized statistic
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heteroskedasticity of unknown form
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second moments
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truncated expansion
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bandwidth choice
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0.854412853717804
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0.8118278384208679
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0.804943859577179
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0.7747704982757568
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0.7620093822479248
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