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Heteroscedasticity resistant robust covariance matrix estimator
- 1.0365723 - ÚTIA 2012 RIV CZ eng J - Journal Article
Víšek, Jan Ámos
Heteroscedasticity resistant robust covariance matrix estimator.
Bulletin of the Czech Econometric Society. Roč. 17, č. 27 (2010), s. 33-49. ISSN 1212-074X
Grant - others:GA UK(CZ) GA402/09/0557
Institutional research plan: CEZ:AV0Z10750506
Keywords : Regression * Covariance matrix * Heteroscedasticity * Resistant
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2011/SI/visek-heteroscedasticity resistant robust covariance matrix estimator.pdf
Permanent Link: http://hdl.handle.net/11104/0200896
Number of the records: 1