Testing many restrictions under heteroskedasticity (Q6175550)
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scientific article; zbMATH DE number 7729868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing many restrictions under heteroskedasticity |
scientific article; zbMATH DE number 7729868 |
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Testing many restrictions under heteroskedasticity (English)
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18 August 2023
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linear regression
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ordinary least squares
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many regressors
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leave-out estimation
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hypothesis testing
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high-dimensional models
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