Number of the records: 1
Heteroscedasticity resistant robust covariance matrix estimator
- 1.
SYSNO 0365723 Title Heteroscedasticity resistant robust covariance matrix estimator Author(s) Víšek, Jan Ámos (UTIA-B) [E] ORCID Source Title Bulletin of the Czech Econometric Society. Roč. 17, č. 27 (2010), s. 33-49 Document Type Článek v odborném periodiku Grant GA402/09/0557, CZ - Czech Republic CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords Regression * Covariance matrix * Heteroscedasticity * Resistant URL 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