Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (Q861403)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors |
scientific article |
Statements
Truncated estimator of asymptotic covariance matrix in partially linear models with heteroscedastic errors (English)
0 references
29 January 2007
0 references
partially linear regression model
0 references
serial correlation
0 references
semiparametric least squares estimation
0 references
asymptotic covariance matrix
0 references
heteroscedasticity
0 references
0 references
0 references
0 references
0 references
0 references
