Essays on heteroskedasticity

Essays on heteroskedasticity

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Bibliographic Details
Main Author: da Glória Abage de Lima, Maria
Other Authors: Cribari Neto, Francisco
Language:English
Published: Universidade Federal de Pernambuco 2014
Subjects:
Bias correction
Bootstrap
Exact distributions of quasi-t statistics
Heteroskedasticity
Heteroskedasticity-consistent covariance matrix estimators (HCCME)
Heteroskedasticityconsistent interval estimators (HCIE)
Quasi-t tests
Online Access:https://repositorio.ufpe.br/handle/123456789/7140

Internet

https://repositorio.ufpe.br/handle/123456789/7140

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