Approximate inference in heteroskedastic regressions: A numerical evaluation (Q5123554)
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scientific article; zbMATH DE number 7252457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate inference in heteroskedastic regressions: A numerical evaluation |
scientific article; zbMATH DE number 7252457 |
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Approximate inference in heteroskedastic regressions: A numerical evaluation (English)
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29 September 2020
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covariance matrix estimation
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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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