Heteroscedasticity

Results: 249



#Item
211Estimator / Generalized method of moments / Mean squared error / M-estimator / Efficient estimator / Heteroscedasticity-consistent standard errors / Statistics / Estimation theory / Instrumental variable

Performance of the Operational Wansbeek-Bekker Estimator for Dynamic Panel Data Models Mark N. Harris Melbourne Institute of Applied Economic and Social Research University of Melbourne and

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Source URL: www.melbourneinstitute.com

Language: English - Date: 2002-11-26 19:12:49
212Regression analysis / Statistical models / Crisis / Financial crisis / Heteroscedasticity / Economic model / Contagion / Dummy variable / Specification / Statistics / Econometrics / Economics

PDF Document

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Source URL: www.ecb.europa.eu

Language: English - Date: 2004-02-02 11:00:23
213Heteroscedasticity / Econometric model / Linear regression / Instrumental variable / Economic model / Macroeconomic model / Cointegration / Estimator / Regression analysis / Statistics / Econometrics / Economics

PDF Document

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Source URL: media.wiley.com

Language: English - Date: 2013-08-27 10:18:34
214Estimator / Generalized method of moments / Mean squared error / M-estimator / Efficient estimator / Heteroscedasticity-consistent standard errors / Statistics / Estimation theory / Instrumental variable

Performance of the Operational Wansbeek-Bekker Estimator for Dynamic Panel Data Models Mark N. Harris Melbourne Institute of Applied Economic and Social Research University of Melbourne and

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Source URL: melbourneinstitute.com

Language: English - Date: 2002-11-26 19:12:49
215Econometric model / Dummy variable / Linear regression / Economic model / Heteroscedasticity / Regression analysis / Economic data / G. S. Maddala / Vector autoregression / Statistics / Econometrics / Economics

P1: FCG JWBK384-Maddala August 27, [removed]:41

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Source URL: media.wiley.com

Language: English - Date: 2013-08-21 10:16:26
216Linear regression / Heteroscedasticity / Generalized method of moments / Instrumental variable / Least squares / Quantile regression / Vector autoregression / Generalized least squares / Gauss–Markov theorem / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c 2000, 20131 University of Wisconsin

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2013-01-21 09:40:27
217Linear regression / Instrumental variable / Quantile regression / Dummy variable / Bootstrapping / Heteroscedasticity / Generalized least squares / Variance / Least squares / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c 2000, 20071 University of Wisconsin

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2007-01-19 09:32:35
218Regression analysis / Estimation theory / Time series analysis / Statistical theory / Linear regression / Heteroscedasticity / Instrumental variable / Least squares / Dummy variable / Statistics / Econometrics / Economics

ECONOMETRICS Bruce E. Hansen c 2000, 20111 University of Wisconsin

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2011-01-14 14:52:24
219Statistical inference / Estimation theory / Parametric statistics / Linear regression / Heteroscedasticity / Least squares / Generalized least squares / Instrumental variable / Gauss–Markov theorem / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c °2000, 20141

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2014-01-03 17:00:28
220Linear regression / Heteroscedasticity / Instrumental variable / Least squares / Bootstrapping / Variance / Resampling / Gauss–Markov theorem / Normal distribution / Statistics / Regression analysis / Econometrics

ECONOMETRICS Bruce E. Hansen c °2000, 2001, 2002, 2003, 2004, 20051 University of Wisconsin

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2005-01-19 11:23:10
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