Aplikace Whiteova testu pro robustní odhady WLS and LWS
Testing statistical hypotheses in presence of heteroskedasticity may lead to faulty inferences and, therefore, it is useful to be aware of it. One of the tools for testing heteroskedasticity is the White test defined for Ordinary Least Squares estimates. This diploma thesis presents some possibiliti...
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| Format: | Dissertation |
| Language: | Czech |
| Published: |
2007
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| Online Access: | http://www.nusl.cz/ntk/nusl-287006 |