An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function. (Q1605198)
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scientific article; zbMATH DE number 1768094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function. |
scientific article; zbMATH DE number 1768094 |
Statements
An investigation of an unbiased correction for heteroskedasticity and the effects of misspecifying the skedastic function. (English)
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15 July 2002
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heteroskedasticity
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estimator
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corrective methods
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Monte Carlo
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