Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (Q3474058)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae |
scientific article |
Statements
Measuring the degree of severity of heteroskedasticity and the choice between the ols estimator and the 2sae (English)
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1989
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posterior probability
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mean square error
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Monte Carlo study
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pretest
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two-stage Aitken estimator
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log-normal distribution
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heteroskedasticity
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estimated generalized least squares estimator
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