Approximate inference in heteroskedastic regressions: A numerical evaluation (Q5123554)
From MaRDI portal
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 |
Statements
Approximate inference in heteroskedastic regressions: A numerical evaluation (English)
0 references
29 September 2020
0 references
covariance matrix estimation
0 references
heteroskedasticity
0 references
leverage point
0 references
linear regression
0 references
quasi-\(t\) test
0 references
0 references
0 references