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Approximate inference in heteroskedastic regressions: A numerical evaluation - MaRDI portal

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

    Statements

    title
    Approximate inference in heteroskedastic regressions: A numerical evaluation (English)
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    publication date
    29 September 2020
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    zbMATH Keywords
    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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    describes a project that uses
    Ox
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    AS 256
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    Identifiers

    zbMATH DE Number
    7252457
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    OpenAlex ID
    W1981971260
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