Approximate inference in heteroskedastic regressions: a numerical evaluation (Q5123554)
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scientific article; zbMATH DE number 7252457
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| 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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0.8561040163040161
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0.8189052939414978
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0.8171219825744629
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0.8092814087867737
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0.8092111349105835
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