Instrumental weighted variables under heteroscedasticity, Part I -- Consistency (Q5271022)
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scientific article; zbMATH DE number 6738592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental weighted variables under heteroscedasticity, Part I -- Consistency |
scientific article; zbMATH DE number 6738592 |
Statements
Instrumental weighted variables under heteroscedasticity, Part I -- Consistency (English)
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3 July 2017
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weighting order statistics of the squared residuals
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consistency of the instrumental weighted variables
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heteroscedasticity of disturbances
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numerical study
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