scientific article

zbMath0738.62041MaRDI QIDQ3976439

Maxwell B. Stinchcombe, Halbert White

Publication date: 26 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

heteroskedasticitymethod of sievesconditional meanadaptive EWLS estimationasymptotic covariance matrix estimatorsconditional variance estimationdependent and heterogeneously distributed dataefficient weighted least squares estimationEWLS estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

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Robustness checks and robustness tests in applied economics

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